Type 1: no drift no trend

Type

lag

ADF

P value

[1,]

0

2.65

0.990

[2,]

1

1.68

0.976

[3,]

2

1.51

0.964

Type 2: with drift no trend

Type

lag

ADF

P value

[1,]

0

0.578

0.987

[2,]

1

−0.182

0.931

[3,]

2

−0.377

0.905

Type 3: with drift and trend

Type

lag

ADF

P value

[1,]

0

−1.31

0.854

[2,]

1

−1.53

0.763

[3,]

2

−1.60

0.732