| Augmented Dickey-Fuller Unit root tests | |||
| lnX | level | constant | 0.0332 |
constant and trend | 0.9841 | ||
none | 0.9365 | ||
| first difference | constant | 0.1521 | |
constant and trend | 0.0000 | ||
none | 0.0402 | ||
| lnY | level | constant | 0.9986 |
constant and trend | 0.0001 | ||
none | 0.0592 | ||
| first difference | constant | 0.1022 | |
constant and trend | 0.1832 | ||
none | 0.0380 | ||
| lnV | level | constant | 0.0036 |
constant and trend | 0.0069 | ||
none | 0.0122 | ||
| first difference | constant | 0.0000 | |
constant and trend | 0.0000 | ||
none | 0.0000 | ||
| lnP | level | constant | 0.0049 |
constant and trend | 0.3420 | ||
none | 0.0000 | ||
| first difference | constant | 0.0002 | |
constant and trend | 0.0811 | ||
none | 0.0050 | ||
| lnS | level | constant | 0.0543 |
constant and trend | 0.0001 | ||
none | 0.9765 | ||
| first difference | constant | 0.0065 | |
constant and trend | 0.0305 | ||
none | 0.0006 | ||


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