Table 5
Westerlund cointegration test
Statistic
Value
Z
-value
p
-value
Gt
−2.776
−2.326
0.010*
Ga
−11.063
−0.500
0.309
Pt
−6.582
−1.367
0.086***
Pa
−10.142
−1.653
0.049**
Statistic
Value
Z
-value
p
-value
Gt
−2.776
−2.326
0.010*
Ga
−11.063
−0.500
0.309
Pt
−6.582
−1.367
0.086***
Pa
−10.142
−1.653
0.049**
Source(s):
Author’s Work
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