Impact of the Adjustment of Maximum Order Volume on Pricing Efficiency of Stock Index Futures in China

Table 5

Unit root test of sequence bs for IH dominant contract.

	t-statistic	Prob.
Augmented Dickey–Fuller test statistic	−7.151638	0.0000
Test critical values
1% level	−3.431670
5% level	−2.862008
10% level	−2.567062