Research on Chinese Stock Market during COVID-19—Based on Random Matrix Theory

Table 4

Unit root test of variables.

Variable	ADF test	(c, t, k)	Prob	1% level	5% level	10% level	Result
Consumption	−10.401	(1, t, 1)	0.0000	−3.511	−2.891	−2.580	Stable
Medicine	−9.490	(1, t, 1)	0.0000	−3.511	−2.891	−2.580	Stable
Finance	−10.366	(1, t, 1)	0.0000	−3.511	−2.891	−2.580	Stable