Table 4 Nonlinear unit root test.
From: The dynamic effect of trading between China and Taiwan under exchange rate fluctuations
Variables | ADF t-Statistics | Break Date | Lag |
|---|---|---|---|
\(\Delta ETM_{i,t}\) | −86.00262*** | 2001/06 | 0 |
\(\Delta IPI_t\) | −109.3871*** | 2003/02 | 0 |
\(EX_t\) | −7.008235*** | 2003/09 | 0 |
