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

Table 7

Stationarity diagnostics of the mean equation residuals with structural break for inflation series.

ADF			PP			KPSS
Intercept	Trend and intercept	None	Intercept	Trend and intercept	None	Intercept	Trend and intercept
−14.979; (0.0000)	−14.9971; (0.0000)	−15.008; (0.0000)	−14.979; (0.0000)	−14.9962; (0.0000)	−15.007; (0.0000)	0.12157; (0.46300)	0.063829; (0.14600)

The one-sided critical value for ADF and PP were taken from [83].
Kwiatkowski-Phillips-Schmidt-Shin (1992, Table 1 in [45]).