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*** |