========================================================================
======== Fourier Stationarity Test for # 11.0000 variable ==========
========================================================================
Best frequency (k) = 2.0000
SSR(k) = 3.2076
Test for H0:C2=C3=0
F(k) stat = 1.2492
P-value = 0.3017
Using Data dependent selection of the lag
Selected lag (p) = 8.0000
coefficient of Y(t-1) = -0.8709
T(ADF) stat = -12.8518
Estimated coefficients :
(Y(t-1), sin, cos, dY(t-1), dY(t-2), ... dY(t-p), const, trend)
-0.8709 -0.1681 -0.0049 0.3270 -0.2669 0.1321 -0.4911 -0.6894 -0.7165 -0.0851 -0.1611 -0.1008
t-stat
-12.8518 -1.5780 -0.0527 1.2438 -0.9709 0.4951 -1.7568 -2.4038 -2.2141 -0.2611 -0.4987 -0.6457
========================================================================
======== Fourier Stationarity Test for # 12.0000 variable ==========
========================================================================
Best frequency (k) = 4.0000
SSR(k) = 19.9186
Test for H0:C2=C3=0
F(k) stat = 2.4467
P-value = 0.1088
Using Data dependent selection of the lag
Selected lag (p) = 11.0000
coefficient of Y(t-1) = -1.3037
T(ADF) stat = -13.6580
Estimated coefficients :
(Y(t-1), sin, cos, dY(t-1), dY(t-2), ... dY(t-p), const, trend)
-1.3037 -0.5797 -0.0537 0.2850 -0.0334 0.0383 -0.0273 0.1110 0.2287 0.3780 -0.0037 0.3329 0.1262 0.1795 1.5732
t-stat
-13.6580 -2.1680 -0.2157 1.6374 -0.1822 0.2110 -0.1552 0.6471 1.3201 2.1204 -0.0198 1.8087 0.6683 0.9604 3.0985
========================================================================
======== Fourier Stationarity Test for # 13.0000 variable ==========
========================================================================
Best frequency (k) = 2.0000
SSR(k) = 19.4881
Test for H0:C2=C3=0
F(k) stat = 3.1528
P-value = 0.0538
Using Data dependent selection of the lag
Selected lag (p) = 3.0000
coefficient of Y(t-1) = -1.1738
T(ADF) stat = -16.9711
Estimated coefficients :
(Y(t-1), sin, cos, dY(t-1), dY(t-2), ... dY(t-p), const, trend)
-1.1738 -0.3565 0.3014 0.4340 0.1132 -0.1887 1.0608
t-stat
-16.9711 -2.1924 1.5275 2.8785 0.6606 -1.2168 2.7107
========================================================================
======== Fourier Stationarity Test for # 14.0000 variable ==========
========================================================================
Best frequency (k) = 2.0000
SSR(k) = 74.2330
Test for H0:C2=C3=0
F(k) stat = 1.6037
P-value = 0.2141
Using Data dependent selection of the lag
Selected lag (p) = 3.0000
coefficient of Y(t-1) = -1.0560
T(ADF) stat = -28.1283
Estimated coefficients :
(Y(t-1), sin, cos, dY(t-1), dY(t-2), ... dY(t-p), const, trend)
-1.0560 -0.0741 0.5415 0.7341 -0.2333 -0.0261 0.8217
t-stat
-28.1283 -0.2603 1.7526 4.2194 -1.1221 -0.1411 1.8811
========================================================================
======== Fourier Stationarity Test for # 15.0000 variable ==========
========================================================================
Best frequency (k) = 1.0000
SSR(k) = 19.2896
Test for H0:C2=C3=0
F(k) stat = 3.6710
P-value = 0.0351
Using Data dependent selection of the lag
Selected lag (p) = 4.0000
coefficient of Y(t-1) = -1.2923
T(ADF) stat = -12.8869
Estimated coefficients :
(Y(t-1), sin, cos, dY(t-1), dY(t-2), ... dY(t-p), const, trend)
-1.2923 -0.7182 0.4429 0.8825 -0.3777 0.2944 0.1409 1.2563
t-stat
-12.8869 -2.6083 2.0227 5.5978 -1.7273 1.4435 0.7588 3.0834
========================================================================
======== Fourier Stationarity Test for # 16.0000 variable ==========
========================================================================
Best frequency (k) = 2.0000
SSR(k) = 18.7620
Test for H0:C2=C3=0
F(k) stat = 2.2477
P-value = 0.1199
Using Data dependent selection of the lag
Selected lag (p) = 4.0000
coefficient of Y(t-1) = -1.0932
T(ADF) stat = -27.7794
Estimated coefficients :
(Y(t-1), sin, cos, dY(t-1), dY(t-2), ... dY(t-p), const, trend)
-1.0932 -0.0486 0.3569 0.7587 -0.3839 -0.0341 0.1057 0.6790
t-stat
-27.7794 -0.3161 2.0550 4.6990 -1.8784 -0.1685 0.6521 2.6206
========================================================================
======== Fourier Stationarity Test for # 17.0000 variable ==========
========================================================================
Best frequency (k) = 2.0000
SSR(k) = 23.7674
Test for H0:C2=C3=0
F(k) stat = 1.4012
P-value = 0.2636
Using Data dependent selection of the lag
Selected lag (p) = 9.0000
coefficient of Y(t-1) = -1.5140
T(ADF) stat = -6.7775
Estimated coefficients :
(Y(t-1), sin, cos, dY(t-1), dY(t-2), ... dY(t-p), const, trend)
-1.5140 0.1829 0.4170 0.7874 -0.1306 0.2962 -0.0812 0.3774 -0.2147 0.3997 -0.0908 0.0826 3.2485
t-stat
-6.7775 0.5673 1.6557 3.0024 -0.4634 1.0770 -0.3216 1.4805 -0.8951 1.7342 -0.4271 0.4162 2.3492