Table 5.
Westerlund cointegration test
| Statistics | Value | Z-value | P-value | Robust P-value |
|---|---|---|---|---|
| Gt | − 11.335 | 7.354 | 1.000 | 0.000 |
| Ga | 3.465 | 5.578 | 1.000 | 0.658 |
| Pt | − 1.389 | 3.245 | 1.000 | 0.196 |
| Pa | − 6.852 | 4.598 | 1.000 | 0.001 |
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