Bound test for cointergration | |||||

Critical value bounds of the F statistic: restricted intercept and no trend | |||||

90% level | 95% level | 99% level | |||

I(0) | I(1) | I(0) | I(1) | I(0) | I(1) |

2.525 | 3.560 | 3.058 | 4.223 | 4.280 | 5.840 |

F-Statistics: 7.118528 Sample size: 33 K is the number of regressors: 4 |