Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Bayer-Hanck cointegration results.
| Model |
Fisher Statistics |
||
|---|---|---|---|
| EG-JOH | EG-JOH-BO-BDM | Cointegration | |
| (LnEFP/LnEGR, LnEGR2, LnGLOB, LnGEN, LnFDV) | 55.5608* | 58.9826* | ✓ |
| Critical Values at 1% | 15.701 | 29.85 | |
| 5% | 10.419 | 19.888 | |
| 10% | 8.242 | 15.804 | |
Note: * rejection of null at 1 percent significance.
