F-Bounds Test | Null Hypothesis: No levels relationship | |||
Test Statistic | Value | Signif. | I(0) | I(1) |
|
|
| Asymptotic: n = 1000 |
|
F-statistic | 4.57 | 10% | 2.03 | 3.13 |
k |
| 5% | 2.32 | 3.5 |
|
| 2.5% | 2.6 | 3.84 |
|
| 1% | 2.96 | 4.26 |
Actual Sample Size | 39 |
| Finite Sample: n = 40 |
|
|
| 10% | 2.26 | 3.534 |
|
| 5% | 2.676 | 4.13 |
|
| 1% | 3.644 | 5.464 |
|
|
| Finite Sample: n = 35 |
|
|
| 10% | 2.3 | 3.606 |
|
| 5% | 2.753 | 4.209 |
|
| 1% | 3.841 | 5.686 |
t-Bounds Test | Null Hypothesis: No levels relationship | |||
Test Statistic | Value | Signif. | I(0) | I(1) |
t-statistic | −5.524380 | 10% | −2.57 | −4.23 |
|
| 5% | −2.86 | −4.57 |
|
| 2.5% | −3.13 | −4.85 |
|
| 1% | −3.43 | −5.19 |