Annual Series | ADF Statistic | PP Statistic | Quarterly Series | ADF Statistic | PP Statistic |
---|---|---|---|---|---|
ia1t | −3.125 (0.04) | −3.793 (0.02) | iq1t | −4.653 (0.00) | −3.923 (0.00) |
ia2t | −4.421 (0.00) | −4.816 (0.00) | iq2t | −3.168 (0.03) | −3.548 (0.01) |
Bt | −4.009 (0.00) | −4.745 (0.00) | M1qt | −4.267 (0.00) | −4.226 (0.00) |
M1at | −4.914 (0.00) | −4.944 (0.00) | M2at | −6.157 (0.00) | −6.413 (0.00) |
M2at | −4.858 (0.00) | −7.579 (0.00) | Eqt | −3.460 (0.01) | −3.126 (0.03) |
Eat | −5.144 (0.00) | −5.143 (0.00) | Yqt | −4.408 (0.00) | −5.523 (0.00) |
Yat | −6.668 (0.00) | −6.661 (0.00) |