Variable | Test statistics | ||
---|---|---|---|
ADF | Phillips-Perron | KPSS | |
I(1) vs. I(2) | |||
Male participation rate 45–64 | −7.760 | −7.760 | 0.126 |
Male participation rate 45+ | −6.422 | −6.453 | 0.077 |
Female participation rate 45–59 | −5.546 | −5.704 | 0.606 |
Female participation rate 45+ | −7.980 | −8.044 | 0.208 |
Male discouraged worker rate 45–64 | −7.729 | −7.857 | 0.076 |
Male discouraged worker rate 45+ | −8.141 | −8.361 | 0.091 |
Female discouraged worker rate 45–59 | −6.754 | −6.754 | 0.068 |
Female discouraged worker rate 45+ | −6.491 | −6.491 | 0.084 |
GDP | −5.533a | −3.129 | 0.171 |
Unemployment rate | −2.131 | −3.989 | 0.167 |
I(0) vs. I(1) | |||
Male participation rate 45–64 | −0.260 | −0.217 | 0.868 |
Male participation rate 45+ | −0.956 | −1.294 | 0.618 |
Female participation rate 45–59 | 1.031 | 0.449 | 0.384 |
Female participation rate 45+ | −1.688 | −1.613 | 0.217 |
Male discouraged worker rate 45–64 | −2.524 | −2.524 | 0.148 |
Male discouraged worker rate 45+ | −2.682 | −2.696 | 0.141 |
Female discouraged worker rate 45–59 | −1.709 | −1.773 | 0.578 |
Female discouraged worker rate 45+ | −1.595 | −1.702 | 0.385 |
GDP | 0.538 | 0.280 | 0.895 |
Unemployment rate | −1.320 | −0.829 | 0.661 |