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 |