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 B2 Critical values for FI models only intercept 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	−2.994	−2.367	−2.017	−2.925	−2.297	−1.915	−2.851	−2.182	−1.828
0.7	−2.836	−2.180	−1.829	−2.718	−2.057	−1.724	−2.667	−2.021	−1.656
0.8	−2.743	−2.074	−1.709	−2.649	−1.926	−1.575	−2.551	−1.877	−1.513
0.9	−2.643	−1.963	−1.579	−2.549	−1.824	−1.461	−2.512	−1.832	−1.436
k = 1.2
0.6	−3.055	−2.375	−2.027	−2.962	−2.279	−1.927	−2.819	−2.194	−1.843
0.7	−2.917	−2.172	−1.838	−2.787	−2.113	−1.723	−2.709	−2.035	−1.662
0.8	−2.847	−2.062	−1.704	−2.657	−1.988	−1.636	−2.575	−1.891	−1.520
0.9	−2.597	−1.920	−1.557	−2.545	−1.852	−1.480	−2.400	−1.796	−1.441
k = 1.3
0.6	−3.161	−2.431	−2.063	−2.962	−2.282	−1.928	−2.880	−2.208	−1.856
0.7	−2.909	−2.225	−1.845	−2.797	−2.114	−1.780	−2.712	−2.043	−1.690
0.8	−2.859	−2.131	−1.763	−2.704	−1.962	−1.611	−2.614	−1.908	−1.518
0.9	−2.678	−1.985	−1.610	−2.582	−1.880	−1.500	−2.465	−1.813	−1.449
k = 1.4
0.6	−3.074	−2.425	−2.075	−2.893	−2.260	−1.915	−2.837	−2.221	−1.866
0.7	−2.903	−2.190	−1.846	−2.816	−2.085	−1.744	−2.723	−2.079	−1.711
0.8	−2.786	−2.094	−1.742	−2.652	−1.984	−1.641	−2.676	−1.899	−1.545
0.9	−2.715	−1.984	−1.633	−2.623	−1.887	−1.527	−2.436	−1.777	−1.449
k = 1.5
0.6	−3.031	−2.417	−2.036	−2.865	−2.229	−1.901	−2.946	−2.181	−1.824
0.7	−2.875	−2.231	−1.883	−2.750	−2.116	−1.763	−2.765	−2.045	−1.692
0.8	−2.840	−2.113	−1.746	−2.724	−1.982	−1.615	−2.570	−1.917	−1.575
0.9	−2.699	−1.954	−1.608	−2.528	−1.868	−1.488	−2.469	−1.804	−1.456
k = 1.6
0.6	−3.078	−2.377	−2.016	−2.914	−2.247	−1.898	−2.875	−2.168	−1.840
0.7	−2.942	−2.219	−1.825	−2.755	−2.105	−1.746	−2.666	−1.990	−1.650
0.8	−2.760	−2.081	−1.718	−2.646	−2.010	−1.604	−2.580	−1.901	−1.537
0.9	−2.619	−1.974	−1.598	−2.497	−1.812	−1.468	−2.519	−1.797	−1.422
k = 1.7
0.6	−3.076	−2.382	−1.997	−2.923	−2.203	−1.863	−2.871	−2.215	−1.829
0.7	−2.898	−2.194	−1.828	−2.755	−2.086	−1.723	−2.654	−1.979	−1.633
0.8	−2.740	−2.064	−1.707	−2.712	−1.980	−1.620	−2.604	−1.899	−1.539
0.9	−2.698	−1.983	−1.614	−2.565	−1.846	−1.528	−2.470	−1.786	−1.431
k = 1.8
0.6	−3.054	−2.339	−1.988	−2.964	−2.237	−1.867	−2.837	−2.154	−1.796
0.7	−2.890	−2.185	−1.807	−2.781	−2.078	−1.715	−2.687	−2.004	−1.636
0.8	−2.828	−2.084	−1.697	−2.652	−1.990	−1.606	−2.532	−1.880	−1.503
0.9	−2.744	−1.976	−1.598	−2.545	−1.880	−1.511	−2.466	−1.811	−1.460
k = 1.9
0.6	−3.038	−2.300	−1.946	−2.897	−2.229	−1.865	−2.865	−2.165	−1.785
0.7	−2.832	−2.186	−1.808	−2.761	−2.109	−1.713	−2.602	−1.983	−1.645
0.8	−2.726	−2.028	−1.667	−2.595	−1.964	−1.591	−2.577	−1.872	−1.495
0.9	−2.634	−1.901	−1.568	−2.497	−1.852	−1.496	−2.477	−1.789	−1.446

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