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
−16.07588