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. 2021 Feb 5;28(22):28624–28639. doi: 10.1007/s11356-021-12668-5

Table 6.

Westerlund cointegration test

Statistic Covid-19 cases Covid-19 deaths
Gt −4.667*** −12.138***
Ga −5.849*** −14.555***
Pt −3.739*** −11.576***
Pa −3.855*** −14.831***

Source: authors’ computation

*, **, and*** denote statistical significance at 10%, 5%, and 1% levels, respectively