Unit root tests.
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https://figshare.com/articles/dataset/_Unit_root_tests_/962337
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Note: A constant and 12 lagged difference terms are used for the Augmented Dickey-Fuller test. The MacKinnon critical value for the rejection of the unit root null hypothesis at the 1% significance level is −3.45. The KPSS critical values for the rejection of the unit root null hypothesis at the 1%, 5% and 10% significance levels are 0.739, 0.463 and 0.347, respectively.
创建时间：
2014-03-14
