Null Hypothesis: X has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=1)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 1.153236 0.9936
Test critical values: 1% level -4.420595
5% level -3.259808
10% level -2.771129
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 9
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(X)
Method: Least Squares
Date: 10/03/11 Time: 22:43
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