Table 3 Augmented Dickey-Fuller unit root test of GBM for diesel prices
From: A real options approach to renewable electricity generation in the Philippines
| t-statistic | Prob | ||
|---|---|---|---|
| Augmented Dickey-Fuller test statistic | − 1.5109 | 0.5168 | |
| Test critical values | 1% level | − 3.6268 | |
| 5% level | − 2.9458 | ||
| 10% level | − 2.6115 | ||