Bound test critical values

[Unrestricted intercept & no trend]

Model

F-stat.

Lag

Level of significance

I (0)

I (1)

1983 to 2017

5.68

1

1%

4.29

5.61

F(lnEXC_t/lnCOP_t, lnOREV_t lnGDPC_t)

5%

3.23

4.35

K = 3 & n = 35

10%

2.72

3.77