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

Journal of Economic Structures Cover Image

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  
  1. Source: Author’s E-view 9.5 Compilation
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