ARDL bounds testing for co-integration
| Value | ||||
|---|---|---|---|---|
| F stats | 5.015** | |||
| Critical values | F-statistics | t-statistics | ||
| I (0) | I (1) | I (0) | I (1) | |
| 10% | 2.508 | 3.763 | −2.570 | −3.860 |
| 5% | 3.037 | 4.443 | −2.860 | −4.190 |
| 1% | 4.257 | 6.040 | −3.430 | −4.790 |
| Value | ||||
|---|---|---|---|---|
| 5.015** | ||||
| Critical values | ||||
| 10% | 2.508 | 3.763 | −2.570 | −3.860 |
| 5% | 3.037 | 4.443 | −2.860 | −4.190 |
| 1% | 4.257 | 6.040 | −3.430 | −4.790 |
Note(s): Where I (0) and I(1) denote the lower and upper band critical values at 10%, 5% and 1% significance level of the Pesaran, Shin and Smith bounds test
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.