Augmented Dickey-Fuller Unit Root Test on MELLITI

Null Hypothesis: MELLITI has a unit root

Exogenous: None
Lag Length: 2 (Automatic - based on SIC, maxlag=9)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic 1.756353 0.9794

Test critical values: 1% level -2.617364
5% level -1.948313
10% level -1.612229

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(MELLITI)
Method: Least Squares
Date: 01/16/21 Time: 15:24
Sample (adjusted): 2016M04 2019M12
Included observations: 45 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

MELLITI(-1) 0.026132 0.014879 1.756353 0.0863

D(MELLITI(-1)) -0.917938 0.116528 -7.877407 0.0000
D(MELLITI(-2)) -0.689916 0.117699 -5.861685 0.0000

R-squared 0.607319 Mean dependent var 125.9002

Adjusted R-squared 0.588620 S.D. dependent var 1495.920
S.E. of regression 959.4668 Akaike info criterion 16.63497
Sum squared resid 38664218 Schwarz criterion 16.75542
Log likelihood -371.2869 Hannan-Quinn criter. 16.67987
Durbin-Watson stat 1.924902