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Table 7 Likelihood ratio test (p values)

From: Trend-cycle decomposition for Peruvian GDP: application of an alternative method

 

UC-C

UC-N

UC-P

UC-CN

UC-CP

UC-NP

UC-CNP

UC-0

0.514

0.754

 

0.001

0.012

0.823

1.000

UC-C

   

0.000

0.000

 

1.000

UC-N

   

0.000

 

0.022

1.000

UC-P

    

0.000

0.000

0.221

ln(L)

−307.42

−308.32

−316.95

−291.66

−295.13

−301.14

−306.03

  1. Results in p-values following Davies’ specification (1987)