Augmented Dickey-Fuller test statistic | |||
Variable | Order of difference | t-Statistic | Prob.* |
| 0 | −0.227 | 0.935 |
1 | −4.956 | 0.000 | |
| 0 | −2.349 | 0.157 |
1 | −5.694 | 0.000 | |
| 0 | −2.302 | 0.171 |
1 | −10.492 | 0.000 |