Table C.4: Unit Root Test Results for hc(-5)
|
Method |
Statistics |
Probability |
|
Levin, Lin&Chu (Null Hypothesis: Unit Root) |
-6.15607 |
0.0000 |
|
Im, Pesaran and Shin W-stat |
-9.6375 |
0.0000 |
|
ADF - Fisher Chi-square (Null Hypothesis: Unit Root) |
202.110 |
0.0000 |
|
PP - Fisher Chi-square (Null Hypothesis: Unit Root) |
256.218 |
0.0000 |
|
Hadri Z-stat (Null Hypothesis: No Unit Root) |
-0.11635 |
0.6710 |
23
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