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

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Table 2 ADF and PP unit root tests for stationarity: levels and first difference.

From: Determinants of gross domestic savings in Uganda: an autoregressive distributed lag (ARDL) approach to cointegration

Variables Levels FIRST difference
T-Stat T-Stat
ADF-test
 GDS − 1.448 − 3.957***
 DIR − 2.114 − 5.406***
 GDPg − 4.597***
 M2 − 0.960 − 5.717***
 CAB − 3.071**
 GNE − 2.482 − 6.426***
 FDI − 1.598 − 5.329***
 Critical values 1%, − 3.675 1%, − 3.689
5%,− 2.969 5%, − 2.975
10%, − 2.617 10%, − 2.619
Phillips Peron test
 GDS − 1.293 − 6.972***
 DIR − 2.092 − 5.388***
 GDPg − 7.081***
 M2 − 0.797 − 5.754***
 CAB − 3.242**
 GNE − 2.497 − 6.551***
 FDI − 1.487 − 5.290***
 Critical values 1%, − 3.668 1%, − 3.675
5%, − 2.966 5%, − 2.969
10%, − 2.616 10%, − 2.617
  1. **Significant at 5%
  2. ***Significant at 1%