Financial Innovation

Table 2 ADF and KPSS unit root test results

From: Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach

ADF			KPSS
v	P-value	Test statistics		P-value	Test statistics
Ln(TO)	0.001	− 3.759	Ln(TO)	0.01	2.527
Ln(TO)-1. first difference	0.001	− 49.1529	Ln(TO)-1. First Difference	0.1	0.0016
R	0.001	− 36.9326	R	0.1	0.0548

Back to article page