F-statistics for testing the existence of a long-run relationship
| Variables | F-statistic | Critical value lower | Critical value higher |
|---|---|---|---|
| DINST | 1.613 | 3.189 | 4.239 |
| DINF | 34.4583* | 3.189 | 4.239 |
| DFDI | 4.0189 | 3.189 | 4.239 |
| DGNP | 1.2883 | 3.189 | 4.239 |
| DXP | 5.5737* | 3.189 | 4.239 |
| Variables | Critical value lower | Critical value higher | |
|---|---|---|---|
| DINST | 1.613 | 3.189 | 4.239 |
| DINF | 34.4583* | 3.189 | 4.239 |
| DFDI | 4.0189 | 3.189 | 4.239 |
| DGNP | 1.2883 | 3.189 | 4.239 |
| DXP | 5.5737* | 3.189 | 4.239 |
Notes:
The critical values are taken from Pesaran et al. (2001), unrestricted intercept and no trend with four regressors; *denotes rejecting the null at the 5% level
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