if p value less than 0.

05 reject null hypothesis I find sign of nonlinearity or miss specification

if p value more than o.05 accept null hypothesis I did not find sing of non linearity or miss specification

H0= Model is good

If When your p-value is less than or equal to your significance level, you reject the null
hypothesis. Your results are statistically significant.

if when your p-value is greater than your significance level, you accept the null hypothesis.
Your results are statistically not significant.

if when zt value in absolute term is smaller than zt value at critical it cannot reject null i.e. data is s non-
stationary or Unit Root)..

Either detrending or differencing