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Table 2 Model with linear time trend and possible breaks in the intercept and slope

From: Rubber world price transmission to Ivorian producer prices: an analysis in the presence of structural breaks

  Break 1 Break 2 DF-GLS \(MZ_{\alpha }^{GLS}\) M S B GLS \(MZ_{t}^{GLS}\)
P w 2009–2008 2002–2011 −2.731 −20.589 0.142 −2.924
Critical values (5%)    −3.858 −30.164 0.128 −3.858
P d 2008–2008 2003–2011 −1.728 −8.267 0.201 −1.665
Critical values (5%)    −3.861 −30.209 0.128 −3.861
  1. We cannot reject the null hypothesis of unit root with presence of breaks