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'Subscripts nc, c, and ct denote, respectively, that there is no constant, a constant, and a constant and trend term in the regression (21.9.5).

fThe critical Fvalues are for the joint hypothesis that the constant and S terms in (21.9.5) are simultaneously equal to zero. *The critical Fvalues are for the joint hypothesis that the constant, trend, and S terms in (21.9.5) are simultaneously equal to zero. Source: Adapted from W. A. Fuller, Introduction to Statistical Time Series, John Wiley & Sons, New York, 1976, p. 373 (for the t test), and D.A. Dickey and W. A. Fuller, "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, vol. 49, 1981, p. 1063.

'Subscripts nc, c, and ct denote, respectively, that there is no constant, a constant, and a constant and trend term in the regression (21.9.5).

fThe critical Fvalues are for the joint hypothesis that the constant and S terms in (21.9.5) are simultaneously equal to zero. *The critical Fvalues are for the joint hypothesis that the constant, trend, and S terms in (21.9.5) are simultaneously equal to zero. Source: Adapted from W. A. Fuller, Introduction to Statistical Time Series, John Wiley & Sons, New York, 1976, p. 373 (for the t test), and D.A. Dickey and W. A. Fuller, "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, vol. 49, 1981, p. 1063.

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