| Â |
Q
(12)
|
p
-value
|
ADF
|
p
-value
|
KPSS
|
p
-value
|
|---|
Suicides | 41.9279 | <0.01 | −5.4869 | <0.01 | 0.4956 | 0.0451 |
Google | Â | Â | Â | Â | Â | Â |
 -Depression
| 496.0180 | <0.01 | −2.3241 | >0.1 | 0.7141 | 0.0131 |
 -Suicide
| 410.2039 | <0.01 | −1.2876 | >0.1 | 1.2190 | <0.01 |
- The Q-test checks for autocorrelation in the first 12 lags of the series. We find evidence of autocorrelation for the Google data as well as for the suicide series. The ADF test has a null hypothesis of the presence of unit roots, which is not rejected for the two Google time series but is rejected for the suicide time series. The KPSS test has the null hypothesis of stationarity, which is rejected for both Google time series and for the suicides time series.
