Table 4.
Cointegration test results.
| F-test statistic | Significance level | I(0) | I(1) |
|---|---|---|---|
| 1% | 3.9 | 5.419 | |
| 17.00 | 5% | 2.804 | 4.013 |
| 10% | 2.331 | 3.417 |
Note: Null hypothesis of no cointegration is tested against the alternate of cointegration relationship.
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