Augmented Dickey Fuller Unit Root Test on E

Null Hypothesis: E has a unit root

Exogenous: None

Lag Length: 0 (Automatic - based on SIC, maxlag=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

−4.409392

0.0001

Test critical values:

1% level

−2.669359

5% level

−1.956406

10% level

−1.608495