The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 4 Cointegration test results
From: Smooth transition regression model relating inflation to economic growth in Tunisia
Models | Model 2: level change | Model 3: level change with trend | Model 4: regime change |
|---|---|---|---|
ADF* t-statistic | − 9.770 | − 10.092 | − 10.427 |
Lag | 1 | 1 | 1 |
Date of break | 2009 | 1974 | 1974 |