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