Table 3 Westerlund cointegration.
Statistics | Value | Z-value | p-value | Robust. P value |
|---|---|---|---|---|
Gt | āāā3.127 | āāā2.511 | 0.006 | 0.000 |
Ga | āāā8.802 | 2.694 | 0.942 | 0.000 |
Pt | āāā16.974 | āāā10.863 | 0.000 | 0.060 |
Pa | āāā11.968 | 1.338 | 0.903 | 0.000 |
Statistics | Value | Z-value | p-value | Robust. P value |
|---|---|---|---|---|
Gt | āāā3.127 | āāā2.511 | 0.006 | 0.000 |
Ga | āāā8.802 | 2.694 | 0.942 | 0.000 |
Pt | āāā16.974 | āāā10.863 | 0.000 | 0.060 |
Pa | āāā11.968 | 1.338 | 0.903 | 0.000 |