Alternative hypothesis: common AR coefs. | ||||
---|---|---|---|---|
Within-dimension |
Weighted |
|||
Statistic | Prob. | Statistic | Prob. | |
Panel v-Statistic | 0.526909 | 0.2991 | 0.396211 | 0.3460 |
Panel rho-Statistic | 0.483728 | 0.6857 | 0.431023 | 0.6668 |
Panel PP-Statistic | -1.549215 | 0.0607 | -1.539915 | 0.0618 |
Panel ADF-Statistic | -1.326225 | 0.0924 | -0.651287 | 0.0257 |
Alternative hypothesis: individual AR coefs. (between-dimension) | ||
---|---|---|
Statistic | Prob. | |
Panel rho-Statistic | 2.559152 | 0.9948 |
Panel PP-Statistic | -4.792057 | 0.0000 |
Panel ADF-Statistic | -1.444139 | 0.0743 |