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
| Â | Â | 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 |  | |