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 | -4.70894 | 01/06/2008 | -4.59689 | -3.87866 | 01/04/2011 | -4.57743 | -5.06717 | 01/02/2020 | -4.61265 |
| 2 | -4.37532 | 01/06/2008 | -4.59739 | -3.56579 | 01/04/2011 | -4.57957 | -4.7795 | 01/02/2020 | -4.61727 |
| 3 | -4.49518 | 01/06/2008 | -4.59951 | -3.62921 | 01/04/2011 | -4.57959 | -4.76998 | 01/02/2020 | -4.61573 |
| 4 | -4.3313 | 01/06/2008 | -4.5978 | -3.44084 | 01/04/2011 | -4.57766 | -4.59549 | 01/07/2008 | -4.60075 |
| 5 | -4.46484 | 01/06/2008 | -4.59903 | -3.54526 | 01/05/2011 | -4.57745 | -4.72001 | 01/07/2008 | -4.60176 |
| 6 | -4.50246 | 01/06/2008 | -4.59858 | -3.53965 | 01/05/2011 | -4.57553 | -4.74532 | 01/07/2008 | -4.60081 |
| 7 | -4.43959 | 01/06/2008 | -4.59664 | -3.51138 | 01/05/2011 | -4.57468 | -4.69439 | 01/07/2008 | -4.59953 |
| 8 | -4.63731 | 01/06/2008 | -4.60122 | -3.65398 | 01/06/2011 | -4.57673 | -4.86766 | 01/07/2008 | -4.60328 |
| 9 | -4.35489 | 01/06/2008 | -4.60057 | -3.39171 | 01/06/2011 | -4.57767 | -4.58812 | 01/07/2008 | -4.60285 |
| 10 | -4.68507 | 01/06/2008 | -4.61183 | -3.6624 | 01/06/2011 | -4.58572 | -4.89494 | 01/07/2008 | -4.61332 |
| 11 | -4.52431 | 01/06/2008 | -4.60921 | -3.49034 | 01/06/2011 | -4.58333 | -4.72827 | 01/07/2008 | -4.61053 |
| 12 | -4.7134 | 01/07/2008 | -4.6138 | -3.70951 | 01/08/2011 | -4.58834 | -4.9267 | 01/07/2008 | -4.61648 |
| Model 1: With intercept Model 2: With trend Model 3: With intercept and trend |
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