Pesaran et al. (2001) bounds test for co-integration
| Co-integration test results (frequency of outages) | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Statistics | 10% | 5% | 1% | p-value | |||||
| I(0) | I(1) | I(0) | I(1) | I(0) | I(1) | I(0) | I(1) | ||
| F | 8.655 | 1.95 | 3.06 | 2.22 | 3.39 | 2.79 | 4.10 | 0.0000 | 0.0000 |
| t | −6.547 | −2.57 | −4.40 | −2.86 | −4.72 | −3.43 | −5.37 | 0.0000 | 0.0000 |
| Co-integration test results (frequency of outages) | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Statistics | 10% | 5% | 1% | ||||||
| I(0) | I(1) | I(0) | I(1) | I(0) | I(1) | I(0) | I(1) | ||
| F | 8.655 | 1.95 | 3.06 | 2.22 | 3.39 | 2.79 | 4.10 | 0.0000 | 0.0000 |
| t | −6.547 | −2.57 | −4.40 | −2.86 | −4.72 | −3.43 | −5.37 | 0.0000 | 0.0000 |
Source(s): STATA software 17 output
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.