Null Hypothesis: NEW_DEATHS has a unit root

Exogenous: Constant

Lag Length: 10 (Automatic - based on SIC, maxlag=18)

t-Statistic

  Prob.*

Augmented Dickey-Fuller test statistic

-2.665211

 0.0809

Test critical values:

1% level

-3.442554

5% level

-2.866815

10% level

-2.569640

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(NEW_DEATHS)

Method: Least Squares

Date: 05/06/22   Time: 07:53

Sample (adjusted): 12 537

Included observations: 526 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

NEW_DEATHS (-1)

-0.023181

0.008698

-2.665211

0.0079

D (NEW_DEATHS (-1))

-0.408744

0.044433

-9.199134

0.0000

D (NEW_DEATHS (-2))

-0.243107

0.047070

-5.164797

0.0000

D (NEW_DEATHS (-3))

-0.169858

0.046295

-3.669005

0.0003

D (NEW_DEATHS (-4))

0.051552

0.044085

1.169396

0.2428

D (NEW_DEATHS (-5))

0.044174

0.043705

1.010731

0.3126

D (NEW_DEATHS (-6))

0.198895

0.043747

4.546444

0.0000

D (NEW_DEATHS (-7))

0.435494

0.044755

9.730560

0.0000

D (NEW_DEATHS (-8))

0.369658

0.047910

7.715750

0.0000

D (NEW_DEATHS (-9))

0.250180

0.048986

5.107131

0.0000

D (NEW_DEATHS (-10))

0.140641

0.046210

3.043514

0.0025

C

4.840190

1.794175

2.697725

0.0072

R-squared

0.259813

    Mean dependent var

1.013308

Adjusted R-squared

0.243972

    S.D. dependent var

25.23712

S.E. of regression

21.94364

    Akaike info criterion

9.037381

Sum squared resid

247502.9

    Schwarz criterion

9.134688

Log likelihood

-2364.831

    Hannan-Quinn criter.

9.075481

F-statistic

16.40174

    Durbin-Watson stat

1.965415

Prob(F-statistic)

0.000000