The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 2 Bounds test to co-integration
Equations | Lags (AIC) | F-statistics | Decision |
|---|---|---|---|
(2) | 2 | 6.57 | Co-integration |
Critical values for (F-statistics) | Lower bound at 5% = 2.62 | Upper bound at 5% = 3.79 |