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

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