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Table 1 ADF, Phillips-Perron and KPSS test statistics

From: The impact of easy and early access to old-age benefits on exits from the labour market: a macro-micro analysis

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
  1. The tests for hypothesis I(0) vs. I(1) include the intercept in the test equation. The ADF and Phillips-Perron tests for hypothesis I(1) vs. I(2) assume no constant in the test equation. The KPSS test for hypothesis I(1) vs. I(2) includes the intercept in the test equation
  2. aThe test equation includes the intercept
  3. Source: authors’ calculations; data sources: LFS and Central Statistical Office Poland