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Table 3 ADF test for the first difference

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

Null hypothesis: D(GDP) has a unit root.
Exogenous: Constant
Lag length: 0 (automatic—based on SIC, maxlag = 1)
    t-statistic Prob.*
Augmented Dickey-Fuller test statistic − 3.096283 0.0797
 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.2)
Method: Least squares
Date: July 24, 2018; Time: 19:40
Sample (adjusted): 2012–2017
Included observations: 6 after adjustments
Variable Coefficient Std. error t-statistic Prob.
 D (GDP (− 1)) − 0.767405 0.247847 − 3.096283 0.0364
 C 0.198826 0.076586 2.596130 0.0603
R2 0.705600 Mean-dependent var. − 0.025000
 Adjusted R2 0.632000 S.D.-dependent var. 0.102127
 S.E. of regression 0.061954 Akaike info. criterion − 2.463664
 Sum squared resid 0.015353 Schwarz criterion − 2.533077
 Log likelihood 9.390991 Hannan-Quinn criterion − 2.741531
F-statistic 9.586968 Durbin-Watson stat. 1.268122
 Prob. (F-statistic) 0.036352