Sample: 2016 week 5 – 2018 week 40 (with the lags 3); *, ** and *** significant at 10%, 5% and 1% levels, respectively; because of ENTVN being non-stationary in significance level 1%, we employ further process for this variable by taking the first difference of ENTVN, which is considered as one typical way to deal with stochastic trends (unit root); this test is used for ENT, NB, D.ENTVN, SU, PERNUM, PERCAP variables; the Johansen test is used with Maximum Likelihood estimator of the parameters of a co-integrating VECM with function as follows $Δyt=αβ'yt-1+∑t=1p-1ΓiΔyt-1+ϵt$⁠. Denoted y is (K x 1) vector of I(1) variables,α and β are (K x r) parameter matrices with rank r < K, Γ₁…Γ_p−1 are (K x K) matrices of parameters and ϵ_t is a (K x 1) vector of normally distributed errors that is serially uncorrelated (Anderson, 1951) and (Johansen 1998)