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Table 6 Summary of linearity tests

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

Estimates Hansen and Seo test Lo and Zivot test
  Linear vs threshold cointegration Linear vs two regimes Linear vs three regimes
supLM test value 11.97 13.69 39.83
p value 0.66 0.43 0.11
Critical value 95% 18.20 23.21 43.83