Variables

Level

P-value for Z(t)

First difference

P-value for Z(t)

LnPrice

0.5259

0.0000***

lnM1

0.7456

0.0000***

Inflation

0.8549

0.0000***

NGrowth

0.6187

0.0000***

SearchIndex

0.0002***

0.0000***