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

Table 3 Unit root test results at first difference

From: Budget deficit and inflation nexus in Uganda 1980–2016: a cointegration and error correction modeling approach

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

  1. *Significant at 1%, **Significant at 5%, ***Significant at 10%