Table 6.
Westerlund cointegration results
| Statistics | Value | Z-value | P-value |
|---|---|---|---|
| Gt | − 5.32 | − 3.17 | 0.02 |
| Ga | − 9.27 | − 5.91 | 0.00 |
| Pt | − 11.39 | − 4.74 | 0.00 |
| Pa | − 15.19 | − 8.15 | 0.00 |
*** indicates a 1% significance level
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