The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 7 Augmented Dickey–Fuller Unit Root Test results (original model)
From: The impact of stock market manipulation on Nigeria’s economic performance
Variables | t-statistics | Order of integration |
|---|---|---|
Δqgdp ADF | − 17.050863 | I(1) |
Critical value 5% level | − 12.913549 | |
ΔCapR ADF | − 14.995001 | I(1) |
Critical value 5% level | − 12.912631 | |
ΔΔvtR ADF | − 13.954056 | I(1) |
Critical value 5% level | − 12.921175 | |
ASI ADF | − 13.246795 | I(0) |
Critical value 5% level | − 12.914517 | |
ΔtoR ADF | − 13.197402 | I(1) |
Critical value 5% level | − 12.916566 | |
ΔdrR ADF | − 14.047625 | I(1) |
Critical value 5% level | − 12.9516566 |