The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Variable | ADF-statistic | P value* | Phillips Perron statistic | P value* |
---|---|---|---|---|
∆LBD | − 6.173942* | 0.0000 | − 6.173942* | 0.0000 |
∆LCPI | − 8.804995* | 0.0000 | − 9.340695* | 0.0000 |
∆LNER | − 4.735637* | 0.0007 | − 12.58116* | 0.0000 |
∆LTB | − 5.590252* | 0.0001 | − 5.695656* | 0.0000 |
∆LM2 | − 5.002524* | 0.0003 | − 5.043612* | 0.0003 |