The results of the Engle–Granger co-integration test
| Specification | d_GDP | d_FDI_IS | d_FDI_OS |
|---|---|---|---|
| Unit root appears | a = 1; process I (1) | ||
| ADF test with test with constant, test statistic τ_c (1), (asymptotic p-value), lag order = 2 | −3.00205 (0.03472) | −4.65799 (0.00278) | −3.87557 (0.00223) |
| Specification | d_GDP | d_FDI_IS | d_FDI_OS |
|---|---|---|---|
| Unit root appears | |||
| ADF test with test with constant, test statistic τ_ | −3.00205 (0.03472) | −4.65799 (0.00278) | −3.87557 (0.00223) |
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