h Thursday December 14 22:03:54 2023 Page 1

___ ____ ____ ____ ____(R)

/__ / ____/ / ____/
___/ / /___/ / /___/
Statistics/Data Analysis

User: stat
Project: v

___ ____ ____ ____ ____ (R)

/__ / ____/ / ____/
___/ / /___/ / /___/ 15.1 Copyright 1985-2017 StataCorp LLC
Statistics/Data Analysis StataCorp
4905 Lakeway Drive
MP - Parallel Edition College Station, Texas 77845 USA
800-STATA-PC http://www.stata.com
979-696-4600 stata@stata.com
979-696-4601 (fax)

Single-user 2-core Stata perpetual license:

Serial number: 501506253725
Licensed to: Desta Lambebo
MoFEC

Notes:
1. Unicode is supported; see help unicode_advice.
2. More than 2 billion observations are allowed; see help obs_advice.
3. Maximum number of variables is set to 5000; see help set_maxvar.

1 . import excel "C:\Users\getnet\Desktop\Semister III Manuals\coffee\2017-2023\Coffee Stata for Si

> minar.xlsx", sheet("Sheet1") firstrow

2 . tsset Year, yearly

time variable: Year, 2007 to 2022
delta: 1 year

3 . dfuller LDPC, noconstant lags(0)

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 6.456 -2.660 -1.950 -1.600

4 . dfuller LDPC, trend lags(0)

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -4.234 -4.380 -3.600 -3.240

MacKinnon approximate p-value for Z(t) = 0.0040

5 . dfuller LDPC, noconstant lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 3.521 -2.660 -1.950 -1.600

 h Thursday December 14 22:03:54 2023 Page 2

6 . dfuller LDPC, trend lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -3.416 -4.380 -3.600 -3.240

MacKinnon approximate p-value for Z(t) = 0.0493

7 . generate ddpc=d.LDPC
(1 missing value generated)

8 . dfuller ddpc, noconstant lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -0.682 -2.660 -1.950 -1.600

9 . dfuller ddpc, trend lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -3.859 -4.380 -3.600 -3.240

MacKinnon approximate p-value for Z(t) = 0.0138

10 . dfuller LRON, noconstant lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 1.319 -2.660 -1.950 -1.600

11 . dfuller LRON, trend lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -3.371 -4.380 -3.600 -3.240

MacKinnon approximate p-value for Z(t) = 0.0553

 h Thursday December 14 22:03:54 2023 Page 3

12 . generate dron=d.RON
variable RON not found
r(111);

13 . generate dron=d.LRON
(1 missing value generated)

14 . dfuller dron, noconstant lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -0.653 -2.660 -1.950 -1.600

15 . dfuller dron, trend lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.010 -4.380 -3.600 -3.240

MacKinnon approximate p-value for Z(t) = 0.5958

16 . generate ddron1=d.dron
(2 missing values generated)

17 . dfuller ddron1, noconstant lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 12

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.131 -2.660 -1.950 -1.600

18 . dfuller ddron1, trend lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 12

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.066 -4.380 -3.600 -3.240

MacKinnon approximate p-value for Z(t) = 0.5651

19 . generate ddron2=d.ddron1
(3 missing values generated)
 h Thursday December 14 22:03:54 2023 Page 4

20 . dfuller ddron2, noconstant lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 11

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.530 -2.660 -1.950 -1.600

21 . dfuller ddron2, trend lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 11

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.220 -4.380 -3.600 -3.240

MacKinnon approximate p-value for Z(t) = 0.4785

22 . generate ddron3=d.ddron2
(4 missing values generated)

23 . dfuller ddron3, noconstant lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 10

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -3.005 -2.660 -1.950 -1.600

24 . dfuller ddron3, trend lags(1)

Augmented Dickey-Fuller test for unit root Number of obs = 10

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.612 -4.380 -3.600 -3.240

MacKinnon approximate p-value for Z(t) = 0.2743

25 . dfuller LTEXC

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 0.039 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9617

 h Thursday December 14 22:03:54 2023 Page 5

26 . pperron LREP

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -9.293 -17.200 -12.500 -10.200

Z(t) -2.214 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.2011

27 . pperron LTEXC

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) 2.092 -17.200 -12.500 -10.200

Z(t) 1.176 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9958

28 . dfuller federate LTEXC

variable federate not found
r(111);

29 . dfuller fedrate LTEXC

variable fedrate not found
r(111);

30 . dfuller fedrate
variable fedrate not found
r(111);

31 . dfuller dron

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.275 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.1800

32 . dfuller ddron1

Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -3.922 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0019

 h Thursday December 14 22:03:55 2023 Page 6

33 . pperron dron

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -7.854 -17.200 -12.500 -10.200

Z(t) -2.290 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.1753

34 . pperron ddron1

Phillips-Perron test for unit root Number of obs = 13

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -15.367 -17.200 -12.500 -10.200

Z(t) -3.917 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0019

35 . dfuller LRON

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 0.658 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9890

36 . dfuller ddpc

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -5.771 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

37 . pperron ddpc

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -17.719 -17.200 -12.500 -10.200

Z(t) -7.116 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

 h Thursday December 14 22:03:55 2023 Page 7

38 . dfuller ddron1

Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -3.922 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0019

39 . pperron ddron1

Phillips-Perron test for unit root Number of obs = 13

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -15.367 -17.200 -12.500 -10.200

Z(t) -3.917 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0019

40 . dfuller LRER

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 4.378 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 1.0000

41 . pperron LRER

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) 3.417 -17.200 -12.500 -10.200

Z(t) 3.200 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 1.0000

42 . generate drer=d.LRER
(1 missing value generated)
 h Thursday December 14 22:03:55 2023 Page 8

43 . dfuller drer

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 0.475 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9841

44 . pperron drer

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) 2.225 -17.200 -12.500 -10.200

Z(t) 0.700 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9898

45 . generate drer1=d.drer
(2 missing values generated)

46 . dfuller drer1

Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.813 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0564

47 . pperron drer1

Phillips-Perron test for unit root Number of obs = 13

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -10.465 -17.200 -12.500 -10.200

Z(t) -2.770 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0626

 h Thursday December 14 22:03:55 2023 Page 9

48 . generate drer3=d.drer1
(3 missing values generated)

49 . dfuller drer3

Dickey-Fuller test for unit root Number of obs = 12

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -4.700 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0001

50 . pperron drer3

Phillips-Perron test for unit root Number of obs = 12

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -14.347 -17.200 -12.500 -10.200

Z(t) -5.562 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

51 . dfuller LREP

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.313 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.1677

52 . pperron LREP

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -9.293 -17.200 -12.500 -10.200

Z(t) -2.214 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.2011

 h Thursday December 14 22:03:55 2023 Page 10

53 . generate drep=d.LREP
(1 missing value generated)

54 . dfuller drep

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -3.397 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0111

55 . pperron drep

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -12.288 -17.200 -12.500 -10.200

Z(t) -3.357 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0125

56 . dfuller LTEXC

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 0.039 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9617

57 . pperron LTEXC

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) 2.092 -17.200 -12.500 -10.200

Z(t) 1.176 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9958

 h Thursday December 14 22:03:55 2023 Page 11

58 . generate dtexc=d.LTEXC
(1 missing value generated)

59 . dfuller dtexc

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -5.694 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

60 . pperron dtexc

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -20.441 -17.200 -12.500 -10.200

Z(t) -6.138 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

61 . dfuller LDPC

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -0.199 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9386

62 . pperron LDPC

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -0.030 -17.200 -12.500 -10.200

Z(t) -0.097 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9497

 h Thursday December 14 22:03:55 2023 Page 12

63 . generate ddpc=d.RDPC
variable ddpc already defined
r(110);

64 . generate ddpc=d.LDPC
variable ddpc already defined
r(110);

65 . dfuller ddpc

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -5.771 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

66 . defuller LREER
command defuller is unrecognized
r(199);

67 . dfuller LREER

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -1.439 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.5633

68 . pperron LREER

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -3.170 -17.200 -12.500 -10.200

Z(t) -1.325 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.6176

69 . generate dreer=d.LREER
(1 missing value generated)

70 . dfuller LREER

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -1.439 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.5633

 h Thursday December 14 22:03:55 2023 Page 13

71 . dfuller dreer

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -4.304 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0004

72 . pperron dreer

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -14.750 -17.200 -12.500 -10.200

Z(t) -4.423 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0003

73 . dfuller LRGDP

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 3.238 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 1.0000

74 . pperron LRGDP

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) 0.485 -17.200 -12.500 -10.200

Z(t) 2.859 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 1.0000

75 . generate dgdp=d.LRGDP
(1 missing value generated)
 h Thursday December 14 22:03:56 2023 Page 14

76 . dfuller dgdp

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.462 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.1249

77 . pperron dgdp

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -6.301 -17.200 -12.500 -10.200

Z(t) -2.425 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.1347

78 . generate dgdp1=d.dgdp
(2 missing values generated)

79 . dfuller dgdp1

Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -7.570 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

80 . pperron dgdp1

Phillips-Perron test for unit root Number of obs = 13

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -21.510 -17.200 -12.500 -10.200

Z(t) -7.737 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

 h Thursday December 14 22:03:56 2023 Page 15

81 . dfuller LOP

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 1.248 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9963

82 . pperron LOP

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) 2.248 -17.200 -12.500 -10.200

Z(t) 0.869 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9927

83 . generate dop=d.LOP
(1 missing value generated)

84 . dfuller dop

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -0.138 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9456

85 . pperron dop

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -1.273 -17.200 -12.500 -10.200

Z(t) -0.175 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.9414

 h Thursday December 14 22:03:56 2023 Page 16

86 . generate dop1=d.dop
(2 missing values generated)

87 . dfuller dop1

Dickey-Fuller test for unit root Number of obs = 13

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -2.048 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.2660

88 . pperron dop1

Phillips-Perron test for unit root Number of obs = 13

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -9.177 -17.200 -12.500 -10.200

Z(t) -1.905 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.3296

89 . generate dop2=d.dop1
(3 missing values generated)

90 . dfuller dop2

Dickey-Fuller test for unit root Number of obs = 12

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -4.304 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0004

91 . pperron dop2

Phillips-Perron test for unit root Number of obs = 12

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -13.282 -17.200 -12.500 -10.200

Z(t) -4.766 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0001

 h Thursday December 14 22:03:56 2023 Page 17

92 . dfuller LWPC

Dickey-Fuller test for unit root Number of obs = 15

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -1.006 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.7509

93 . pperron LWPC

Phillips-Perron test for unit root Number of obs = 15

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -1.087 -17.200 -12.500 -10.200

Z(t) -0.847 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.8051

94 . generate dwpc=d.LWPC
(1 missing value generated)

95 . dfuller dwpc

Dickey-Fuller test for unit root Number of obs = 14

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -9.860 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

96 . pperron dwpc

Phillips-Perron test for unit root Number of obs = 14

Newey-West lags = 2

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(rho) -25.041 -17.200 -12.500 -10.200

Z(t) -9.865 -3.750 -3.000 -2.630

MacKinnon approximate p-value for Z(t) = 0.0000

97 . export excel using "C:\Users\getnet\Desktop\Semister III Manuals\coffee\2017-2023\Data for fina

> l.xls", firstrow(variables)
file C:\Users\getnet\Desktop\Semister III Manuals\coffee\2017-2023\Data for final.xls saved

98 .