Ho: No level relationship/No cointegration
Country	Estimated F and t statistics	Kripfganz & Schneider (2018) critical values at 5% significance level		Approximate p-values
Country	Estimated F and t statistics	I (0) variables	I (1) variables	I (0) variables	I (1) variables
Uganda	F = 4.806	3.002	4.270	0.003	0.026
Uganda	t = 0.631	−2.864	−4.006	0.986	0.997
Kenya	F = 42.786	2.641	3.991	0.000	0.000
Kenya	t = −1.564	−2.861	−4.389	0.439	0.864
Tanzania	F = 11.145	2.615	3.941	0.000	0.000
Tanzania	t = −0.580	−2.854	−4.405	0.832	0.978