Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19

Omay, Tolga; Baleanu, Dumitru

doi:10.1186/s13662-021-03317-9

Advances in Continuous and Discrete Models

Theory and Modern Applications

Table B4 Critical values for FI models intercept and trend included in fractional frequency Fourier function \(d = (0.6, 0.9)\)

From: Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19

T	100			250			500
T	1%	5%	10%	1%	5%	10%	1%	5%	10%
k = 1.1
0.6	−3.405	−2.730	−2.373	−3.221	−2.558	−2.197	−3.076	−2.452	−2.103
0.7	−3.124	−2.496	−2.147	−2.979	−2.341	−1.977	−2.900	−2.184	−1.847
0.8	−3.037	−2.319	−1.944	−2.838	−2.163	−1.797	−2.738	−2.020	−1.665
0.9	−2.870	−2.164	−1.797	−2.722	−2.005	−1.614	−2.603	−1.897	−1.550
k = 1.2
0.6	−3.373	−2.730	−2.361	−3.215	−2.558	−2.209	−3.132	−2.475	−2.121
0.7	−3.168	−2.528	−2.164	−3.048	−2.320	−1.968	−2.950	−2.201	−1.852
0.8	−2.974	−2.318	−1.975	−2.859	−2.133	−1.789	−2.739	−2.075	−1.717
0.9	−2.927	−2.140	−1.759	−2.619	−2.018	−1.648	−2.523	−1.905	−1.565
k = 1.3
0.6	−3.346	−2.675	−2.342	−3.202	−2.545	−2.203	−3.028	−2.441	−2.083
0.7	−3.195	−2.487	−2.132	−3.042	−2.324	−1.957	−2.949	−2.243	−1.862
0.8	−3.027	−2.300	−1.937	−2.855	−2.139	−1.768	−2.659	−1.995	−1.650
0.9	−2.862	−2.147	−1.771	−2.702	−1.976	−1.604	−2.593	−1.880	−1.523
k = 1.4
0.6	−3.391	−2.717	−2.350	−3.200	−2.521	−2.167	−3.046	−2.440	−2.090
0.7	−3.167	−2.476	−2.103	−3.006	−2.321	−1.982	−2.909	−2.214	−1.852
0.8	−3.002	−2.283	−1.935	−2.780	−2.113	−1.769	−2.714	−2.013	−1.643
0.9	−2.802	−2.139	−1.773	−2.708	−1.978	−1.603	−2.637	−1.904	−1.537
k = 1.5
0.6	−3.401	−2.734	−2.357	−3.176	−2.514	−2.151	−3.038	−2.382	−2.037
0.7	−3.098	−2.461	−2.072	−2.970	−2.308	−1.922	−2.839	−2.155	−1.802
0.8	−2.982	−2.284	−1.917	−2.759	−2.105	−1.749	−2.665	−2.025	−1.665
0.9	−2.902	−2.172	−1.752	−2.667	−2.010	−1.623	−2.517	−1.889	−1.501
k = 1.6
0.6	−3.363	−2.667	−2.330	−3.117	−2.457	−2.111	−3.068	−2.415	−2.044
0.7	−3.137	−2.435	−2.089	−2.904	−2.245	−1.902	−2.829	−2.163	−1.813
0.8	−3.035	−2.268	−1.917	−2.801	−2.135	−1.772	−2.707	−2.023	−1.662
0.9	−2.827	−2.118	−1.752	−2.655	−1.945	−1.590	−2.577	−1.913	−1.542
k = 1.7
0.6	−3.350	−2.663	−2.302	−3.242	−2.531	−2.163	−3.118	−2.461	−2.069
0.7	−3.157	−2.442	−2.075	−2.988	−2.308	−1.944	−2.800	−2.164	−1.823
0.8	−2.985	−2.287	−1.917	−2.760	−2.095	−1.742	−2.651	−2.013	−1.653
0.9	−2.889	−2.142	−1.739	−2.601	−1.952	−1.597	−2.595	−1.878	−1.501
k = 1.8
0.6	−3.295	−2.623	−2.268	−3.177	−2.474	−2.145	−3.055	−2.394	−2.032
0.7	−3.102	−2.451	−2.105	−2.926	−2.250	−1.912	−2.866	−2.212	−1.824
0.8	−3.015	−2.289	−1.909	−2.793	−2.125	−1.745	−2.686	−1.965	−1.629
0.9	−2.831	−2.144	−1.756	−2.698	−1.973	−1.597	−2.628	−1.895	−1.537
k = 1.9
0.6	−3.273	−2.653	−2.293	−3.162	−2.497	−2.137	−3.096	−2.377	−2.019
0.7	−3.192	−2.473	−2.101	−3.014	−2.300	−1.942	−2.890	−2.196	−1.826
0.8	−2.893	−2.265	−1.907	−2.790	−2.103	−1.754	−2.694	−2.021	−1.673
0.9	−2.792	−2.127	−1.767	−2.633	−1.943	−1.582	−2.514	−1.853	−1.514

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