ADRL Test | Crit. value I(0) | Crit. value I(1) | Comment | |
---|---|---|---|---|
A | 3.40 | 2.45 | 3.63 | Excluded, LF is I(2) |
B | 1.81 | 2.45 | 3.63 | |
C | 3.93 | 2.45 | 3.63 | |
D | 2.99 | 2.45 | 3.63 | Included |
E | 3.29 | 2.45 | 3.63 | Included |
F | 14.27 | 2.45 | 3.63 | |
G | 3.04 | 2.45 | 3.63 | Included, based on Johansen |
H | 2.87 | 2.45 | 3.63 | Included, based on Johansen |
I | 1.70 | 2.45 | 3.63 | |
J | 1.58 | 2.45 | 3.63 | |
K | 2.76 | 2.45 | 3.63 | |
L | 2.42 | 2.45 | 3.63 | |
M | 6.21 | 2.45 | 3.63 | |
N | 2.99 | 2.45 | 3.63 | Excluded, based on Johansen |
O | 5.53 | 2.45 | 3.63 | |
P | 4.91 | 2.45 | 3.63 | |
Q | 8.24 | 2.45 | 3.63 | |
R | 2.82 | 2.45 | 3.63 | Included, based on Johansen |
S | 4.68 | 2.45 | 3.63 | |
T | 1.95 | 2.45 | 3.63 | |
U | 1.72 | 2.45 | 3.63 |