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