Table 2.
The SADF and GSADF tests
| VNL price | SADF | GSADF |
|---|---|---|
| 16.971*** | 19.201*** | |
| Critical value | ||
| 90% | 0.938 | 1.905 |
| 95% | 1.168 | 2.247 |
| 99% | 1.662 | 2.721 |
***shows significance at the 1% level
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