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Annex V. Unit Root Test Results. Gross output/M1
Mexico. Quarterly frequency. 1993-2014
-7.4192 0.0000
1% -3.5113
a
1
ADF
4
§
-7.6856 0.0000
1% -4.0724
b
-7.3461 0.0000
1% -2.5931
c
Notes:
* MacKinnon (1996) one-sided p-values.
§
Automatic - based on SIC, maxlag=11.
§§
Newey-West automatic - using Bartlett kernel.
** In the test equation: a Intercept; b Trend and intercept; c None.
ADF: Augmented Dickey-Fuller.
Note: gross output/M1 is stationary.
Source: Own estimates.
Includes**
Gross
output/M1
t-Statistic
Prob.* Significance
level (critical
Test critical
values
Nemonic Integration
order
Test type Lag length