Table 2 Augmented Dickey–Fuller Unit Root test.
dfuller D.LnGDP, lags(0) | Dickey–Fuller test for unit root | Number of obs = 49 | ||
|---|---|---|---|---|
Test statistics | 1% Critical value | 5% Critical value | 10% Critical value | |
Z(t) | − 6.586 | − 3.587 | − 2.933 | − 2.601 |
MacKinnon approximate p value for Z(t) = 0.0000 | ||||
dfuller D.LnImp, lags(0) | Dickey–Fuller test for unit root | Number of obs = 49 | ||
|---|---|---|---|---|
Test statistics | 1% Critical value | 5% Critical Value | 10% Critical value | |
Z(t) | − 10.810 | − 3.587 | − 2.933 | − 2.601 |
MacKinnon approximate p value for Z(t) = 0.0000 | ||||
. dfuller D.LnExp, lags(0) | Dickey–Fuller test for unit root | Number of obs = 49 | ||
|---|---|---|---|---|
Test statistics | 1% Critical value | 5% Critical value | 10% Critical value | |
Z(t) | − 7.212 | − 3.587 | − 2.933 | − 2.601 |
MacKinnon approximate p value for Z(t) = 0.0000 | ||||
. dfuller D.LnExc, lags(0) | Dickey–-Fuller test for unit root | Number of obs = 49 | ||
|---|---|---|---|---|
Test statistics | 1% Critical value | 5% Critical value | 10% Critical value | |
Z(t) | − 6.024 | − 3.587 | − 2.933 | − 2.601 |
MacKinnon approximate p value for Z(t) = 0.0000 | ||||