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

Journal of Economic Structures Cover Image

Table 8 Augmented Dickey–Fuller Unit Root Test results (linearized model)

From: The impact of stock market manipulation on Nigeria’s economic performance

Variable t-static Order of integration P-value
Δ (lggdp) ADF − 13.50562 l(1) 0.0114
Critical value 5% level − 12.915522   
Δ (lgCapR) ADF − 15.357871 l(1) 0.0000
Critical value 5% level − 12.913549   
Δ (lgvtR) ADF − 14.13006 l(1) 0.0019
Critical value 5% level − 12.913549   
Δ (lgASI) ADF − 16.52059 l(1) 0.0000
Critical value 5% level − 12.912631   
Δ (lgtoR) ADF − 18.289225 l(1) 0.0000
Critical value 5% level − 12.912631   
Critical value 5% level − 12.915522   
  1. Source: Author’s E-view 9.5 Compilation
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