Null Hypothesis: UR has a unit root Exogenous: Constant Bandwidth: 13 (Newey-West automatic) using Bartlett kernel Adj. t-Stat Phillips-Perron test statistic Test critical values: *MacKinnon (1996) one-sided p-values. 1% level 5% level 10% level Residual variance (no correction) HAC corrected variance (Bartlett kernel) Phillips-Perron Test Equation Dependent Variable: D(UR) Method: Least Squares Date: 10/30/22 Time: 12:14 Sample (adjusted): 1992 2021 Included observations: 30 after adjustments Variable UR(-1) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Coefficient Std. Error -1.977625 -3.670170 -2.963972 -2.621007 Prob.* 0.150608 Mean dependent var S.D. dependent var Akaike info criterion 0.2945 t-Statistic Prob. 0.120272 26.16191 19164.48 Schwarz criterion -139.4624 Hannan-Quinn criter. 638.8160 208.6497 -0.250702 0.112515 -2.228169 0.0341 5.259639 5.916721 0.888945 0.3816 -2.520703 27.89301 9.430827 9.524240 9.460711

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