The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 1 Unit test results for quarterly series related to inflation and from QI 1998 to QIV 2015.
From: Monetary policy and business cycle fluctuations of the Lebanese economy
ADF test | \(\pi_{t}\) | CUR |
|---|---|---|
t statistic in levels | − 1.98 | − 3.29* |
t statistic in first differences | − 3.251* |  |
Phillips–Perron test | ||
Adj t statistic in level | − 2.90* | − 2.08 |
Adj t statistic in first differences |  | − 3.36* |
KPSS test | ||
LM stat in level | 0.20* | 0.07* |