Table 2 Unit Root Test CPI Monthly Inflation Rate
Coefficient | Estimate | Std. Error | T-value | P value |
|---|---|---|---|---|
Intercept | −0.019 | 0.082 | −0.237 | 0.812 |
Lag1-(Consumer price index) | 0.064 | 0.015 | 4.294 | < 0.001 |
Lag2-(Consumer price index) | −0.065 | 0.060 | −1.083 | 0.275 |
Lag3-(Consumer price index) | 0.102 | 0.575 | 1.775 | 0.076 |
At difference | ||||
Intercept | 0.191 | 0.064 | 2.984 | 0.003 |
Lag1-(Consumer price index) | −0.036 | 0.001 | −3.495 | < 0.001 |
Lag2-(Consumer price index) | −0.233 | 0.071 | −3.119 | < 0.001 |
Lag3-Consumer price index) | −0.084 | 0.056 | 1.775 | 0.134 |