Null Hypothesis: D(CPI) has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on AIC, maxlag=9)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-6.148955

0.0000

Test critical values:

1% level

-3.581152

5% level

-2.926622

10% level

-2.601424

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