Table 3 Results from the Clemente-Montañés-Reyes unit root test with single mean shift (AO) model
From: Impacts of corn price and imported beef price on domestic beef price in South Korea
| Â | KORP | CORNP | AUSP |
|---|---|---|---|
du1 | 3821.87*** | 133.68*** | 1909.20*** |
(9.33) | (17.98) | (15.04) | |
rho -1 | −0.28 | −0.12 | −0.07 |
(−3.09) | (−3.05) | (−2.88) | |
Optimal break point | 2001 April | 2008 July | 2010 August |