Cointegration Test Engle-Granger | ||||
Null hypothesis: Series are not cointegrated | ||||
Automatic lag specification (lag = 0 based on Schwarz Info Criterion, maxlag = 5) | ||||
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| Value | Prob.* |
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Engle-Granger tau-statistic | −6.299361 | 0.0031 |
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Engle-Granger z-statistic | −34.63334 | 0.0026 |
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