Time series |
Variables |
ADF value |
Test type (c, t, k) |
Test
critical values |
Test critical values |
Test critical values |
Stationary or not |
|
|
|
|
1% |
5% |
10% |
|
The original |
x0 |
-0.5138 |
(0, 0, 3) |
-2.6186 |
-1.9485 |
-1.6121 |
No |
|
y0 |
-0.8657 |
(0, 0, 3) |
-2.6186 |
-1.9485 |
-1.6121 |
No |
|
z0 |
-0.3647 |
(0, 0, 3) |
-2.6186 |
-1.9485 |
-1.6121 |
No |
|
Δx0 |
-7.4505 |
(0, 0, 2) |
-2.6186 |
-1.9485 |
-1.6121 |
Yes |
|
Δy0 |
-6.2861 |
(0, 0, 2) |
-2.6186 |
-1.9485 |
-1.6121 |
Yes |
|
Δz0 |
-6.5489 |
(0, 0, 2) |
-2.6186 |
-1.9485 |
-1.6121 |
Yes |
The IMF1 |
x1 |
-7.8693 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
|
y1 |
-7.6006 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
|
z1 |
-8.3002 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
The IMF2 |
x2 |
-10.8127 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
|
y2 |
-14.1319 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
|
z2 |
-14.2495 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
The IMF3 |
x3 |
-14.6845 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
|
y3 |
-10.0076 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
|
z3 |
-8.6862 |
(c, 0, 1) |
-3.5812 |
-2.9266 |
-2.6014 |
Yes |
The IMF4 |
x4 |
-26.8800 |
(c, t, 1) |
-4.1706 |
-3.5107 |
-3.1855 |
Yes |
|
y4 |
-23.9409 |
(c, t, 1) |
-4.1706 |
-3.5107 |
-3.1855 |
Yes |
|
z4 |
-26.7954 |
(c, t, 1) |
-4.1706 |
-3.5107 |
-3.1855 |
Yes |
The residual |
x5 |
-20.3586 |
(c, t, 1) |
-4.1706 |
-3.5107 |
-3.1855 |
Yes |
|
y5 |
-13.4521 |
(c, t, 1) |
-4.1706 |
-3.5107 |
-3.1855 |
Yes |
|
z5 |
-25.1841 |
(c, t, 1) |
-4.1706 |
-3.5107 |
-3.1855 |
Yes |