Null Hypothesis: CI has a unit root | |||
Exogenous: Constant | |||
Lag Length: 0 (Automatic—based on SIC, max lag = 9) | |||
|
| t-Statistic | Prob.* |
Augmented Dickey-Fuller test statistic | −4.702396 | 0.0006 | |
Test critical values: | 1% level | −3.632900 |
|
| 5% level | −2.948404 |
|
| 10% level | −2.612874 |
|