The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 2 DF-GLS unit root tests on variables
From: A time preference measure of the social discount rate for Iran
Log levels | First differences | Decision | ||||
|---|---|---|---|---|---|---|
Variable | SBC lag | DF-GLS stat | Variable | SBC lag | DF-GLS stat | |
lnF | 1 | − 1.732 | ΔlnF | 1 | − 3.189* | I(1) |
lnY | 1 | − 3.723** | ΔlnY | I(0) | ||
\({ \ln }\left( {{\raise0.7ex\hbox{$P$} \!\mathord{\left/ {\vphantom {P {P^{*} }}}\right.\kern-0pt} \!\lower0.7ex\hbox{${P^{*} }$}}} \right)\) | 1 | − 2.334 | \(\Delta { \ln }\left( {{\raise0.7ex\hbox{$P$} \!\mathord{\left/ {\vphantom {P {P^{*} }}}\right.\kern-0pt} \!\lower0.7ex\hbox{${P^{*} }$}}} \right)\) | 1 | − 3.503** | I(1) |