Table 2.
Unit root test results for the trend components.
| Variable type | ADF | PP | DF-GLS | KPSS | Integration | |
|---|---|---|---|---|---|---|
| LSPAIN_Health (Basic model) | Level (lag = 8) | −2.224** | −1.009 | −4.731*** | .126* | |
| First difference (lag = 1) | −1.744* | −3.786 | −8.164*** | .166* | ||
| Integration | I (0)/I (1) | I (0)/I (1) | I (0)/I (1) | I (0)/I (1) | ||
| LSPAIN_Arrivals (Basic model) | Level (lag = 7) | −2.769*** | −0.938 | −2.077 | .146** | |
| First difference (lag = 7) | −0.719 | −3.169*** | −0.602 | .21*** | ||
| Integration | I (0) | I (1) | I (0)/I (1) | I (0)/I (1) | ||
| LSPAIN_Income (Basic model) | Level (lag = 7) | −4.746*** | −1.427 | −3.842*** | .147** | |
| First difference (lag = 7) | −1.219 | −2.516** | −6.363*** | .183** | ||
| Integration | I (0) | I (1) | I (0)/I (1) | I (0)/I (1) | I (0)/I (1) |
Note: The symbols ***, **, and * indicate, respectively, the 1%, 5%, and 10% significance levels.