From: The impact of bank lending on Palestine economic growth: an econometric analysis of time series data
Series | 퐻0:unit roots 퐼(1) | 퐻0:unit roots 퐼(0) | ||||
---|---|---|---|---|---|---|
Log level | First difference | |||||
Test statistics | Critical value | p-value | Test statistics | Critical value | p-value | |
GDP | 0.854145 | −1.945823 | 0.8923 | −2.228159 | −1.945823 | 0.0260 |
TOTALBL | 1.298411 | −1.945525 | 0.9497 | −2.620761 | −1.945525 | 0.0094 |
K | 0.553814 | −1.945823 | 0.8333 | −2.763163 | −1.945823 | 0.0064 |
L | −0.153110 | −1.945823 | 0.6271 | −2.358341 | −1.945823 | 0.0188 |
Private BL | 1.552725 | −1.945823 | 0.9694 | −2.325434 | −1.945823 | 0.0204 |
Public BL | 1.052878 | −1.946161 | 0.9219 | −2.895378 | −1.946161 | 0.0044 |