Null Hypothesis: D (CPI) has a unit root Exogenous: Cnostant Lag length: 0 (Automatic-based on SIC, maxlag = 1) | |||
|
| t-Statistic | Prob.* |
Augmented Dickey-Fuller test statistic |
| −3.603066 | 0.0346 |
Test critical values: | 1% level | −4.582648 |
|
| 5% level | −3.320969 |
|
| 10% level | −2.801384 |
|