From: The economic integration of Spain: a change in the inflation pattern
No trend specification | Trend specification | |||
---|---|---|---|---|
CPI. 50 provinces. 1955.1–1978.6 | CPI. 50 provinces. 1978.7–2014.4 | CPI. 50 provinces. 1955.1–1978.6 | CPI. 50 provinces. 1978.7–2014.4 | |
Fraction of rejections, based on 5 % nominal level tests | ||||
Lag order chosen with AIC | ||||
Average lag-order | 4.256 | 6.896 | 4.317 | 6.977 |
ADF test | 0.985 | 0.999 | 0.952 | 0.995 |
WS test | 0.999 | 0.993 | 0.985 | 0.974 |
Lag order chosen with SBC | ||||
Average lag-order | 1.345 | 2.508 | 1.324 | 2.536 |
ADF test | 0.998 | 0.999 | 0.984 | 0.994 |
WS test | 0.999 | 0.994 | 0.997 | 0.979 |
KPSS test | 0.228 | 0.202 | 0.299 | 0.303 |
Fraction of rejections, based on 10 % nominal level tests | ||||
Lag order chosen with AIC | ||||
Average lag-order | 4.256 | 6.896 | 4.317 | 6.977 |
ADF test | 0.997 | 1.000 | 0.979 | 0.998 |
WS test | 1.000 | 0.994 | 0.995 | 0.984 |
Lag order chosen with SBC | ||||
Average lag-order | 1.345 | 2.508 | 1.324 | 2.536 |
ADF test | 0.999 | 1.000 | 0.997 | 0.999 |
WS test | 1.000 | 0.997 | 0.999 | 0.989 |
KPSS test | 0.352 | 0.305 | 0.444 | 0.409 |