Test Statistics | Value | Significance | I(0) | I(1) |
F-statistics | 5.764 | 10% | 1.99 | 2.94 |
K | 5 | 5% | 2.27 | 3.28 |
| 1% | 3.02 | 4.51 | |
Asymptotic: n = 1000 |
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