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 | -4.06589 | 01/05/2008 | -4.61157 | -3.46622 | 01/11/2010 | -4.59941 | -4.56971 | 01/05/2008 | -4.62029 |
| 2 | -4.18754 | 01/05/2008 | -4.61216 | -3.58769 | 01/04/2011 | -4.5995 | -4.70379 | 01/05/2008 | -4.62169 |
| 3 | -4.31419 | 01/05/2008 | -4.61284 | -3.69043 | 01/04/2011 | -4.59916 | -4.82761 | 01/07/2008 | -4.62223 |
| 4 | -4.25809 | 01/05/2008 | -4.61305 | -3.56019 | 01/04/2011 | -4.59756 | -4.74294 | 01/07/2008 | -4.62123 |
| 5 | -3.92064 | 01/05/2008 | -4.6154 | -3.27972 | 01/03/2011 | -4.60235 | -4.42573 | 01/07/2008 | -4.62397 |
| 6 | -4.06343 | 01/05/2008 | -4.61672 | -3.42075 | 01/04/2011 | -4.60312 | -4.57444 | 01/07/2008 | -4.62589 |
| 7 | -4.0254 | 01/05/2008 | -4.6139 | -3.38808 | 01/04/2011 | -4.60046 | -4.54313 | 01/07/2008 | -4.62332 |
| 8 | -3.96743 | 01/05/2008 | -4.61123 | -3.31641 | 01/04/2011 | -4.59752 | -4.47933 | 01/07/2008 | -4.62041 |
| 9 | -3.88242 | 01/05/2008 | -4.60833 | -3.25121 | 01/04/2011 | -4.59529 | -4.40222 | 01/07/2008 | -4.61786 |
| 10 | -4.05629 | 01/05/2008 | -4.61273 | -3.35206 | 01/04/2011 | -4.59715 | -4.54951 | 01/07/2008 | -4.62143 |
| 11 | -3.83925 | 01/05/2008 | -4.61386 | -3.09512 | 01/04/2011 | -4.59782 | -4.31552 | 01/07/2008 | -4.6216 |
| 12 | -3.71244 | 01/05/2008 | -4.61184 | -3.01014 | 01/04/2011 | -4.59716 | -4.20033 | 01/07/2008 | -4.62013 |
| Model 1: With intercept Model 2: With trend Model 3: With intercept and trend |
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