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 |