Method | Statistic | Prob.** | Cross-sections | Obs |
Null: Unit root (assumes common unit root process) | ||||
Levin, Lin & Chu t* | −7.83702 | 0.0000 | 24 | 446 |
Null: Unit root (assumes individual unit root process) | ||||
Im, Pesaran and Shin W-stat | −0.13729 | 0.4454 | 24 | 446 |
ADF - Fisher Chi-square | 77.0302 | 0.0049 | 24 | 446 |
PP - Fisher Chi-square | 93.2624 | 0.0001 | 24 | 456 |