Model 1

Model 2

F-statistic

6.577

7.628

5%

1%

Sample Size

I(0)

I(1)

I(0)

I(1)

35

3.164

4.194

4.428

5.816

40

3.1

4.088

4.31

5.544

Asymptotic

2.79

3.67

3.65

4.66