Mathematical Problems in Engineering / 2014 / Article / Tab 7

Research Article

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.

ADFPPKPSS

InterceptTrend and interceptNoneInterceptTrend and interceptNoneInterceptTrend 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]).