Table 2.
F-Statistics | 6.76 * | |||||
Break Date | 2002 | |||||
Cointegration | Yes | |||||
10% | 5% | 1% | ||||
F-statistics CV | 2.204 | 3.320 | 2.615 | 3.891 | 3.572 | 5.112 |
Note: * represents a 1% level of significance.
F-Statistics | 6.76 * | |||||
Break Date | 2002 | |||||
Cointegration | Yes | |||||
10% | 5% | 1% | ||||
F-statistics CV | 2.204 | 3.320 | 2.615 | 3.891 | 3.572 | 5.112 |
Note: * represents a 1% level of significance.