Panel data cointegration test (Kao)
| t-statistics | p-value | |
|---|---|---|
| Modified Dickey–Fuller | −8.3803 | 0.000 |
| Dickey–Fuller | −5.2962 | 0.000 |
| Augmented Dickey–Fuller | −5.7924 | 0.000 |
| Unadjusted modified Dickey–Fuller | −10.2472 | 0.000 |
| Unadjusted Dickey–Fuller | −5.8202 | 0.000 |
| Number of panels | 29 | |
| Average number of periods | 13.448 |
| Modified Dickey–Fuller | −8.3803 | 0.000 |
| Dickey–Fuller | −5.2962 | 0.000 |
| Augmented Dickey–Fuller | −5.7924 | 0.000 |
| Unadjusted modified Dickey–Fuller | −10.2472 | 0.000 |
| Unadjusted Dickey–Fuller | −5.8202 | 0.000 |
| Number of panels | 29 | |
| Average number of periods | 13.448 |
Source(s): Authors
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