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 |