Null Hypothesis: D(NEW_DEATHS,2) has a unit root

Exogenous: Constant

Lag Length: 8 (Automatic - based on SIC, maxlag=18)

t-Statistic

  Prob.*

Augmented Dickey-Fuller test statistic

-17.29157

 0.0000

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,3)

Method: Least Squares

Date: 05/06/22   Time: 07:58

Sample (adjusted): 12 537

Included observations: 526 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

D(NEW_DEATHS (-1),2)

-11.70773

0.677077

-17.29157

0.0000

D(NEW_DEATHS (-1),3)

9.310673

0.649145

14.34297

0.0000

D(NEW_DEATHS (-2),3)

7.694249

0.590573

13.02845

0.0000

D(NEW_DEATHS (-3),3)

5.943338

0.506712

11.72921

0.0000

D(NEW_DEATHS (-4),3)

4.290097

0.408210

10.50953

0.0000

D(NEW_DEATHS (-5),3)

2.729251

0.305450

8.935186

0.0000

D(NEW_DEATHS (-6),3)

1.415214

0.204167

6.931652

0.0000

D(NEW_DEATHS (-7),3)

0.582039

0.114799

5.070048

0.0000

D(NEW_DEATHS (-8),3)

0.153783

0.045399

3.387331

0.0008

C

0.487370

0.968867

0.503031

0.6152

R-squared

0.895802

    Mean dependent var

0.429658

Adjusted R-squared

0.893985

    S.D. dependent var

68.22072

S.E. of regression

22.21263

    Akaike info criterion

9.058028

Sum squared resid

254595.0

    Schwarz criterion

9.139117

Log likelihood

-2372.261

    Hannan-Quinn criter.

9.089778

F-statistic

492.9029

    Durbin-Watson stat

1.976637

Prob(F-statistic)

0.000000