. Author manuscript; available in PMC: 2023 Sep 12.

Published in final edited form as: Econ Hum Biol. 2020 Feb 20;37:100866. doi: 10.1016/j.ehb.2020.100866

Table 5. P-values for residual tests for unit roots and serial correlation for models in table 4.

	Models
	(1)	(2)	(3)
1. Dickey-Fuller test without trend
Test statistics	-11.482	-10.445	-12.088
P-value	<0.001	<0.001	<0.001
2. Dickey-Fuller test with trend
Test statistics	-11.445	-10.418	-12.046
P-value	<0.001	<0.001	<0.001
3. Phillips-Perron test without trend
Test statistics	-11.428	-10.466	-12.378
P-value	<0.001	<0.001	<0.001
4. Phillips-Perron test with trend
Test statistics	-11.400	-10.452	-12.366
P-value	<0.001	<0.001	<0.001
5. Breusch-Godfrey test (Prob> chi²)
Lags (1)	0.375	0.767	0.142
Lags (4)	0.034	0.347	0.140
Lags (6)	0.013	0.391	0.190
Lags (12)	0.014	0.177	0.045