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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 7 ADF and PP tests for derived series sra 5 , sra 8 , and sra 10

From: Restatement of the I-O Coefficient Stability Problem

Variable Exogenous ADF PP
t-statistic Prob. t-statistic Prob.
sra 5 HP None −2.48196 0.0168 −1.41255 0.1422
sra 5 HPd None −5.36025 0 −3.91121 0.0005
sra 8 HP Constant −3.84112 0.0116 −2.06376 0.5334
sra 8 HPd None −3.73356 0.0008 −3.89625 0.0005
sra 10 l None −4.16256 0.0003 −5.48654 0