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 |