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Unit root tests of the logarithmic monthly and weekly data and their first-order differences.

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Figshare2015-12-02 更新2026-04-29 收录
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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.

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2015-12-02
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