|
| Bound test critical values [unrestricted intercept & no trend] | |||
Model | F-stat. | Lag | Level of significance | I (0) | I (1) |
1/20/2020 to 3/31/2020 | 31.469 | 2 | 1% | 5.15 | 6.36 |
F(lnCVCt/lnOPRt, lnFPRt) |
|
| 5% | 3.79 | 4.85 |
K = 2 & n = 72 |
|
| 10% | 3.17 | 4.14 |