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. 2020 May 8;6(5):e03903. doi: 10.1016/j.heliyon.2020.e03903
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