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 | -4.3806 | 01/04/2008 | -5.01058 | -3.85162 | 01/05/2011 | -4.99868 | -4.90021 | 01/06/2008 | -5.02013 |
| 2 | -4.03658 | 01/04/2008 | -5.01247 | -3.53346 | 01/04/2011 | -5.00198 | -4.56441 | 01/06/2008 | -5.02184 |
| 3 | -4.15872 | 01/04/2008 | -5.01326 | -3.62999 | 01/04/2011 | -5.00171 | -4.68158 | 01/06/2008 | -5.02264 |
| 4 | -3.89684 | 01/04/2008 | -5.01363 | -3.35662 | 01/04/2011 | -5.00225 | -4.41358 | 01/06/2008 | -5.02236 |
| 5 | -4.08349 | 01/04/2008 | -5.01784 | -3.5052 | 01/05/2011 | -5.00484 | -4.59278 | 01/06/2008 | -5.02648 |
| 6 | -3.93168 | 01/04/2008 | -5.0154 | -3.35991 | 01/05/2011 | -5.00282 | -4.44204 | 01/06/2008 | -5.02394 |
| 7 | -3.89694 | 01/04/2008 | -5.01258 | -3.33499 | 01/05/2011 | -5.00022 | -4.40941 | 01/06/2008 | -5.02128 |
| 8 | -3.90432 | 01/04/2008 | -5.0103 | -3.33975 | 01/05/2011 | -4.99771 | -4.41249 | 01/06/2008 | -5.01896 |
| 9 | -3.95915 | 01/04/2008 | -5.00896 | -3.38718 | 01/06/2011 | -4.99587 | -4.46034 | 01/06/2008 | -5.01757 |
| 10 | -4.02195 | 01/04/2008 | -5.00847 | -3.41961 | 01/07/2011 | -4.99421 | -4.50671 | 01/06/2008 | -5.01659 |
| 11 | -4.09967 | 01/04/2008 | -5.00821 | -3.46858 | 01/08/2011 | -4.99279 | -4.57126 | 01/06/2008 | -5.01601 |
| 12 | -4.04626 | 01/04/2008 | -5.00553 | -3.44599 | 01/08/2011 | -4.99095 | -4.5279 | 01/06/2008 | -5.01384 |
| Model 1: With intercept Model 2: With trend Model 3: With intercept and trend |
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