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