F-Bounds Test

Null Hypothesis: No levels relationship

Test Statistic

Value

Signif.

I(0)

I(1)

Asymptotic: n = 1000

F-statistic

1.420853

10%

2.01

3.1

K

3

5%

2.45

3.63

2.5%

2.87

4.16

1%

3.42

4.84

Actual Sample Size

27

Finite Sample: n = 35

t-Bounds Test

Null Hypothesis: No levels relationship

Test Statistic

Value

Signif.

I(0)

I(1)

t-statistic

0.653827

10%

−1.62

−3

5%

−1.95

−3.33

2.5%

−2.24

−3.64

1%

−2.58

−3.97