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. 2022 May 9;10:796937. doi: 10.3389/fpubh.2022.796937

Table 6.

Engle Granger cointegration test between life expectancy and stay in hospitalization unit in the period 1970–2018.

Ln life expectancy Ln stay in hospitalization unit
Augmented Dickey-Fuller Tests on First difference
Null hypothesis of unit root: a = 1
Test without constant
T statistics −2.447 −3.089
0.013 0.002
Test with constant
T statistics −5.935 −3.520
P value P < 0.0001*** 0.011 ***
Test with constant and time trend
T statistics −6.815 −3.704
P value P < 0.0001*** 0.031 ***
Engel and Granger cointegration test
Step 1: Testing a unit root
With constant P value: 0.020** P value: 0.430
Step 2: Cointegration
Dependent variable Const (p value) of regression: 4.575 Coef. −0.118
Life expectancy at birth (<0.00001 *** ) P value: <0.00001***
Step 3: Dickey-Fuller regression
Lag 1
Null hypothesis of unit root: a = 1
P. asymptotic value: 0.095 *
Step 4: Error correction model
Dependent variable First difference ln stay in hospitalization:
First difference life expectancy Coefficient: −0.061
P value: 0.002***
e_1
Coefficient:0.148
P value: 0.076
d_life expectancy_1
Coefficient: 0.146
P value: 0.309
***

P ≤ 0.01,

**

P ≤ 0.05,

*

P ≤ 0.10; In bold, significant P value.