Model 1 |
Model 2 |
Model 3 |
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|---|---|---|---|---|---|---|---|---|---|
| Lags | ZA Stat | Potential Break | AIC Value | ZA Stat | Potential Break | AIC Value | ZA Stat | Potential Break | AIC Value |
| 1 | -4.48729 | 01/05/2008 | -4.55445 | -3.8344 | 01/04/2020 | -4.54133 | -5.05745 | 01/02/2020 | -4.5749 |
| 2 | -4.37703 | 01/05/2008 | -4.55229 | -3.73317 | 01/04/2020 | -4.54002 | -4.94732 | 01/02/2020 | -4.574 |
| 3 | -4.30557 | 01/06/2008 | -4.55725 | -3.59335 | 01/04/2020 | -4.54357 | -4.7852 | 01/02/2020 | -4.57743 |
| 4 | -4.10385 | 01/06/2008 | -4.55557 | -3.39047 | 01/07/2020 | -4.54096 | -4.58011 | 01/02/2020 | -4.57737 |
| 5 | -4.05418 | 01/06/2008 | -4.55302 | -3.3422 | 01/07/2020 | -4.53886 | -4.5025 | 01/02/2020 | -4.57553 |
| 6 | -4.21074 | 01/06/2008 | -4.555 | -3.46025 | 01/07/2020 | -4.53915 | -4.56234 | 01/02/2020 | -4.57462 |
| 7 | -4.34257 | 01/06/2008 | -4.55601 | -3.59751 | 01/09/2011 | -4.53779 | -4.62416 | 01/02/2020 | -4.57378 |
| 8 | -4.17535 | 01/06/2008 | -4.55355 | -3.4341 | 01/09/2011 | -4.53573 | -4.43278 | 01/02/2020 | -4.573 |
| 9 | -4.28737 | 01/06/2008 | -4.55566 | -3.51917 | 01/09/2011 | -4.53644 | -4.4714 | 01/09/2008 | -4.55521 |
| 10 | -4.37843 | 01/06/2008 | -4.55685 | -3.57376 | 01/10/2011 | -4.53603 | -4.548 | 01/09/2008 | -4.55574 |
| 11 | -4.52218 | 01/06/2008 | -4.55852 | -3.69208 | 01/10/2011 | -4.53632 | -4.67921 | 01/09/2008 | -4.55702 |
| 12 | -4.54719 | 01/06/2008 | -4.55764 | -3.74601 | 01/10/2011 | -4.53609 | -4.70886 | 01/09/2008 | -4.55664 |
| Model 1: With intercept Model 2: With trend Model 3: With intercept and trend |
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