Johansen normalization restriction imposed

beta

Coef.

Std. Err.

z

P > |z|

[95% Conf. Interval]

_ce1

LnPrice

1

lnM1

−0.7943048

0.2619517

−3.03

0.002

−1.307721 −0.280889

Inflation

−0.1039464

0.046796

−2.22

0.026

−0.1956649 −0.012228

nominalGrowth

0.0407573

0.0338132

1.21

0.228

−0.0255155 0.10703

SearchIndex

−0.2027504

0.0179313

−11.31

0.000

−0.2378951 −0.1676056

Cons

2.403011