. 2022 Oct 27;17(10):e0275605. doi: 10.1371/journal.pone.0275605

Table 4. Results of stationarity test.

Unit root test	TEG	TM	TP	TH	TA
LLC test	-4.6610^***	-19.0978^***	-4.1181^***	-6.8463^***	-9.0320^***
Fisher test	139.3618^***	86.8109^**	88.8039^**	98.7588^***	92.5520^***
Cointegration tests
Kao test		Pedron test		Westerlund test
Modified Dickey-Fuller t	-2.0376^**	Modified Phillips-Perron t	5.6168^**	Variance ratio	2.6208^***
Dickey-Fuller t	-3.5593^***	Phillips-Perron t	-7.6942^***
Augmented Dickey-Fuller t	-2.2142^**	Phillips-Perron t	-7.6942^***
Unadjusted modified Dickey-Fuller t	-2.6291^***	Augmented Dickey-Fuller t	-4.7115^***
Unadjusted Dickey-Fuller t	-3.8579^***	Augmented Dickey-Fuller t	-4.7115^***

Note

***, **, * indicate passing the significance test at the 1%, 5%, and 10% levels, respectively.