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.
Padroni co-integration analysis
| Values | Sig | WS | Sig | |
|---|---|---|---|---|
| H1: common AR coefficients (within-dimension) | ||||
| v-stats of the panel | 0.266 | 0.002 | 0.122 | 0.000 |
| Rho-stats of the panel | 0.177 | 0.003 | 0.319 | 0.001 |
| pp-stats of the panel | 0.505 | 0.002 | 0.363 | 0.000 |
| H2: common AR coefficients (between-dimension) | ||||
| v-stats of the group | 0.737 | 0.758 | 0.279 | 0.000 |
| Rho-stats of the group | 0.778 | 0.984 | 0.932 | 0.000 |
| pp-stats of the group | 0.589 | 0.812 | 0.346 | 0.000 |
