Bound test for cointergration

Critical value bounds of the F statistic: restricted intercept and no trend

90% level

95% level

99% level

I(0)

I(1)

I(0)

I(1)

I(0)

I(1)

2.525

3.560

3.058

4.223

4.280

5.840

F-Statistics: 7.118528

Sample size: 33

K is the number of regressors: 4