Long-run form and bounds test
| F-bounds test | Null hypothesis: no levels relationship | |||
|---|---|---|---|---|
| Test statistic | Value | Significance | I(0) | I(1) |
| F-statistic | 4.393582 | 10% | 2.2 | 3.09 |
| K | 4 | 5% | 2.56 | 3.49 |
| 2.50% | 2.88 | 3.87 | ||
| 1% | 3.29 | 4.37 | ||
| F-bounds test | Null hypothesis: no levels relationship | |||
|---|---|---|---|---|
| Test statistic | Value | Significance | I(0) | I(1) |
| 4.393582 | 10% | 2.2 | 3.09 | |
| K | 4 | 5% | 2.56 | 3.49 |
| 2.50% | 2.88 | 3.87 | ||
| 1% | 3.29 | 4.37 | ||
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