Unit root tests of the logarithmic monthly and weekly data and their first-order differences.
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https://figshare.com/articles/dataset/_Unit_root_tests_of_the_logarithmic_monthly_and_weekly_data_and_their_first_order_differences_/417648
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The augmented Dickey-Fuller (ADF), Phillips-Perron (PP) and Kwiatkowski-Phillips-Schmidt-Shin (KPSS) tests are adopted. is the critical value at the significance level, is the statistic, and is the -value.
创建时间：
2015-12-02
