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Johansen’s cointegration test (step 2)
| Step 2: CO =f(HE, RDexp, PET, GDP, EC, Tr) | ||||||||
|---|---|---|---|---|---|---|---|---|
| Rank = 0* | COpc | COehp | COlfc | COint | ||||
| Trace test | Critical value (5%) | Trace test | Critical value (5%) | Trace test | Critical value (5%) | Trace test | Critical value (5%) | |
| 0 | 182.662 | 95.75 | 199.2728 | 95.75 | 175.276 | 95.75 | 179.268 | 95.75 |
* denotes rejection of the null hypothesis at 5% significance level
