Test Statistic | Value | K | Critical Value Bounds | ||
Significance | I(0) | I(1) | |||
F-Statistic | 12.51 | 5 | 10% | 2.26 | 3.35 |
| 5% | 2.62 | 3.79 | ||
2.5% | 2.96 | 4.18 | |||
1% | 3.41 | 4.68 |