Augmented Dickey-Fuller Unit Root Tests

Type

Lags

Rho

Pr < Rho

Tau

Pr < Tau

F

Pr > F

Zero Mean

12

−0.0125

0.6776

−0.04

0.6664

Single Mean

12

110.8613

0.9999

−3

0.0392

4.5

0.0623

Trend

12

131.7958

0.9999

−2.96

0.149

4.62

0.2657