From: Capital inflows, exchange rate and agricultural output in Nigeria
KPSS (null: variable is stationary) | Structural break | |||
---|---|---|---|---|
Variable | LM-statistic | Critical value at 0.05 level | Order of integration | |
log (AO) | 0.1153 | 0.146 | 1(1) | 1995 |
log (PRCI) | 0.2396 | 0.463 | 1(1) | – |
log (PUBCI) | 0.1129 | 0.146 | 1(1) | – |
log (K) | 0.1172 | 0.146 | 1(0) | – |
log (L) | 0.0688 | 0.146 | 1(1) | – |
log (REXR) | 0.1091 | 0.146 | 1(0) | – |