Modeling Chaotic Behavior of Chittagong Stock Indices

Table 3

Stationarity test results.

Indices	ADF(p) statistic	𝑃 value (critical value) for the ADF test	PP(L) statistic	𝑃 value (critical value) for the PP test
cse-all	−0.9888(2)	0.9434(−3.4144)	−1.13(12)	0.9227(−3.4144)
cse-30	−1.2330(4)	0.9022(−3.4144)	−1.29(10)	0.8877(−3.4144)

“p” and “L” indicate lag order to remove serial correlation.
Decision rule: If 𝑃 value < level of significance (𝛼), then accept null hypothesis.