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Table 1 ADF unit root tests for the VAR model

From: Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach

  None With intercept With trend and intercept
prod −24.2046
(0.0000)
−24.2363
(0.0000)
−24.2226
(0.0000)
rea −3.8291
(0.0001)
−3.8450
(0.0027)
−3.8980
(0.0128)
rpo −12.4438
(0.0000)
−12.4312
(0.0000)
−12.4191
(0.0000)
  1. The optimal lag length for the tests was determined using the Schwarz Information Criterion (SIC). The p-values are reported in parentheses