Table 4 Augmented Dickey–Fuller Unit Root Tests with Flexible Fourier-Shaped Structural Breaks.

From: Is taxation a curse or a blessing? The case of Turkiye

Variables

Level

1st difference

FADF Test Stat.

Freq.

Appr. Lg. Len.

FADF Test Stat.

Freq.

Appr. Lg. Len.

IT

−2.2231

0.1

11

−2.9728

4.7

12

DT

−4.3947**

0.1

8

−4.2075*

0.1

12

EXP

−3.3823

0.5

12

−4.9801***

4.9

12

GDP

−5.6806***

0.1

1

−5.4380***

0.1

1

  1. In the table, “, and ” denote significance at “10%, 5%, and 1%” levels, respectively. Lag lengths are determined by the Akaike Information Criterion.