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Westerlund cointegration test
| Statistic | Value | Z-value | P-value | Robust P-value |
|---|---|---|---|---|
| Gt | −3.059 | −2.842 | 0.002 | 0.084 * |
| Ga | −4.465 | 5.160 | 1.000 | 0.033** |
| Pt | −4.014 | 4.798 | 1.000 | 0.675 |
| Pa | −0.701 | 4.871 | 1.000 | 0.838 |
*, **, represent 10, and 5% level of significances respectively
