Alternative hypothesis: common Arcoefs: (Within-dimension) | |||||
Test statistics | V-stat | Rho-stat | Pp-stat | ADF-stat | |
Value | 5.228701 | 4.079365 | −2.541532 | −0.113941 | |
P-value | 0.0000 | 0.9993 | 0.0055 | 0.4546 | |
Alternative hypothesis: Individual AR coef (between-dimension) | |||||
Test statistics | Group Rho-stat | Group pp-stat | Group ADF stat |
| |
Value | 4.172144 | −10.54342 | 0.229204 |
| |
P-value | 1.0000 | 0.0000 | 0.5906 |
|