Table 5 Gregory–Hansen test
From: Examining the connection among national tourism expenditure and economic growth in Algeria
Test | Test statistic | Breakpoint | Asymptotic critical values | ||
|---|---|---|---|---|---|
1% | 5% | 10% | |||
Model 1: break in the constant | |||||
 ADF |  − 4.15 | 2009 |  − 5.13 |  − 4.61 |  − 4.34 |
 Zt |  − 4.25 | 2011 |  − 5.13 |  − 4.61 |  − 4.34 |
 Zα |  − 20.64 | 2011 |  − 50.07 |  − 40.48 |  − 36.19 |
Model 2: break in the constant and trend | |||||
 ADF |  − 3.40 | 2013 |  − 5.45 |  − 4.99 |  − 4.72 |
 Zt |  − 3.48 | 2013 |  − 5.45 |  − 4.99 |  − 4.72 |
 Zα |  − 16.76 | 2013 |  − 57.28 |  − 47.96 |  − 43.22 |
Model 3: break in the constant and slope | |||||
 ADF |  − 4.44 | 2006 |  − 5.47 |  − 4.95 |  − 4.68 |
 Zt |  − 4.54 | 2006 |  − 5.47 |  − 4.95 |  − 4.68 |
 Zα |  − 22.12 | 2006 |  − 57.17 |  − 47.04 |  − 41.85 |