The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
From: Estimating the growth effects of services sector: a cointegration analysis for Pakistan
Null hypothesis | Alternative hypothesis | Trace statistics | Critical value (0.05) |
---|---|---|---|
Johansen cointegration test | |||
r = 0 | r = 1 | 17.1302 | 13.1994 |
r ≤ 1 | r = 2 | 0.272 | 03.8410 |
Model | F stats Imposing one lag length | F stats Optimal lag length | |
---|---|---|---|
F stats | Lag length | ||
ARDL cointegration testa | |||
ln gdp = f(lser) | 7.0360 | 6.5865 | 2 |
ln gdp = f(lwrt) | 6.2550 | 6.2550 | 1 |
ln gdp = f(lfi) | 7.1071 | 10.5041 | 3 |
ln gdp = f(ltc) | 5.7146 | 5.3793 | 2 |
ln gdp = f(ledu) | 4.5189 | 7.2515 | 2 |
ln gdp = f(lhlt) | 5.0984 | 5.9894 | 3 |
ln gdp = f(lser, lcap, lopen, lcpi) | 6.3286 | 5.5003 | 2 |