Mathematical Problems in Engineering / 2014 / Article / Tab 2

Research Article

Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013)

Table 2

ADF unit root tests result for inflation.

MethodModelNull hypothesisAlternative hypothesisTest statistics
( value)
Critical value

ADFNone−2.193745 (0.0275)−1.942236
Intercept−1.871395 (0.3454)−2.874143
Trend and intercept−7.911212 (0.0000)−3.429834

PPNone−4.584029 (0.0000)−1.942164
Intercept−5.756209 (0.0000)−2.873492
Trend and intercept−9.830728 (0.0000)−3.428819

KPSSInterceptStationaryNonstationary2.0119270.463000
Trend and interceptStationaryNonstationary0.4586810.146000

The one-sided critical value for ADF and PP were taken from [83].
The critical values for KPSS test were obtained from Table 1 in [45].