Error correction | Du |
Cointegrating Vectors
Dw-p.lp−1
Du−1
DLU−1
Dk−1
Dti−1
R2 F-statistic Akaike AIC Schwarz SC | −0.027 (−2.251) −0.719 (−0.461) 0.954 (−0.851) −0.514 (−0.328) −0.012 (−0.549) −1.015 (−0.001) 0.522 11.821 −2.523 −2.318 |