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Table 2 Stationary test table

From: Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\)

Test method

1% critical value

5% critical value

10% critical value

t-statistic

Probability

ADF test

−3.451078

−2.870561

−2.571647

−16.06732

0

PP test

−3.451078

−2.870561

−2.571647

−16.07588

0