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 | -4.5955 | 01/06/2008 | -4.40758 | -3.94118 | 01/07/2020 | -4.39452 | -5.154 | 01/02/2020 | -4.42979 |
| 2 | -4.48152 | 01/06/2008 | -4.40563 | -3.79382 | 01/09/2020 | -4.39134 | -4.98768 | 01/02/2020 | -4.4278 |
| 3 | -4.4589 | 01/06/2008 | -4.40341 | -3.7629 | 01/09/2020 | -4.38917 | -4.92496 | 01/02/2020 | -4.42578 |
| 4 | -4.09222 | 01/06/2008 | -4.40608 | -3.42253 | 01/09/2020 | -4.3943 | -4.61162 | 01/02/2020 | -4.43389 |
| 5 | -4.35777 | 01/06/2008 | -4.41612 | -3.59945 | 01/08/2011 | -4.39864 | -4.69771 | 01/02/2020 | -4.4374 |
| 6 | -4.22971 | 01/06/2008 | -4.41347 | -3.46044 | 01/08/2011 | -4.39597 | -4.52646 | 01/02/2020 | -4.43601 |
| 7 | -4.15961 | 01/06/2008 | -4.41076 | -3.41225 | 01/08/2011 | -4.39394 | -4.41761 | 01/02/2020 | -4.43438 |
| 8 | -4.07288 | 01/06/2008 | -4.40818 | -3.35056 | 01/08/2011 | -4.39221 | -4.30854 | 01/06/2008 | -4.41151 |
| 9 | -4.2285 | 01/06/2008 | -4.41067 | -3.49385 | 01/09/2011 | -4.39357 | -4.4491 | 01/06/2008 | -4.41345 |
| 10 | -4.3805 | 01/06/2008 | -4.41269 | -3.62008 | 01/09/2011 | -4.3942 | -4.58848 | 01/06/2008 | -4.41505 |
| 11 | -4.2371 | 01/06/2008 | -4.40999 | -3.46965 | 01/09/2011 | -4.39157 | -4.43926 | 01/06/2008 | -4.41221 |
| 12 | -4.26219 | 01/06/2008 | -4.4083 | -3.48187 | 01/09/2011 | -4.38925 | -4.45405 | 01/06/2008 | -4.41025 |
| Model 1: With intercept Model 2: With trend Model 3: With intercept and trend |
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