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Table 2 Augmented Dickey-Fuller test for GDP

From: The impact of savings on economic growth in a developing country (the case of Kosovo)

Null hypothesis: GDP has a unit root
Exogenous: Constant
Lag length: 1 (automatic—based on SIC, maxlag = 1)
    t-statistic Prob.*
Augmented Dickey-Fuller test statistic 1.509007 0.9947
 Test critical values: 1% level   − 5.119808  
5% level   − 3.519595  
10% level   − 2.898418  
* McKinnon (1973) one-sided p values
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 6.
Augmented Dickey-Fuller test equation
Dependent variable: D (GDP)
Method: Least squares
Date: July 24, 2018; Time: 19:04
Sample (adjusted): 2012–2017
Included observations: 6 after adjustments
Variable Coefficient Std. error t-statistic Prob.
 GDP (− 1) 0.190513 0.126251 1.509007 0.2284
 D (GDP (− 1)) 0.951048 0.522726 1.819401 0.1664
 C − 1.034414 0.819969 − 1.261529 0.2963
R2 0.534089 Mean-dependent var. 0.266667
 Adjusted R2 0.223482 S.D.-dependent var. 0.061210
 S.E. of regression 0.053938 Akaike info. criterion − 2.695095
 Sum squared resid 0.008728 Schwarz criterion − 2.799215
 Log likelihood 11.08528 Hannan-Quinn criterion − 3.111897
F-statistic 1.719502 Durbin-Watson stat. 1.898931
 Prob. (F-statistic) 0.318020