Null Hypothesis: D(NEW_DEATHS) has a unit root

Exogenous: Constant

Lag Length: 9 (Automatic - based on SIC, maxlag=18)

t-Statistic

  Prob.*

Augmented Dickey-Fuller test statistic

-2.745142

 0.0672

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,2)

Method: Least Squares

Date: 05/06/22   Time: 07:57

Sample (adjusted): 12 537

Included observations: 526 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

D (NEW_DEATHS (-1))

-0.457832

0.166779

-2.745142

0.0063

D(NEW_DEATHS (-1),2)

-0.960351

0.165024

-5.819464

0.0000

D(NEW_DEATHS (-2),2)

-1.211160

0.164673

-7.354955

0.0000

D(NEW_DEATHS (-3),2)

-1.389519

0.162449

-8.553567

0.0000

D(NEW_DEATHS (-4),2)

-1.348947

0.155132

-8.695479

0.0000

D(NEW_DEATHS (-5),2)

-1.318161

0.142308

-9.262725

0.0000

D(NEW_DEATHS (-6),2)

-1.133112

0.127129

-8.913077

0.0000

D(NEW_DEATHS (-7),2)

-0.712904

0.105758

-6.740912

0.0000

D(NEW_DEATHS (-8),2)

-0.359906

0.078565

-4.581003

0.0000

D(NEW_DEATHS (-9),2)

-0.126670

0.046183

-2.742777

0.0063

C

0.807411

0.969821

0.832535

0.4055

R-squared

0.687555

    Mean dependent var

0.292776

Adjusted R-squared

0.681488

    S.D. dependent var

39.11144

S.E. of regression

22.07328

    Akaike info criterion

9.047304

Sum squared resid

250923.3

    Schwarz criterion

9.136502

Log likelihood

-2368.441

    Hannan-Quinn criter.

9.082229

F-statistic

113.3288

    Durbin-Watson stat

1.964641

Prob(F-statistic)

0.000000