Johansen Fisher Panel Cointegration Test | | | | |
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Date: 10/19/11 Time: 20:18 | | |
Sample: 1999 2009 | | | |
Included observations: 11 | | |
Trend assumption: Linear deterministic trend (restricted) | |
Lags interval (in first differences): 1 1 | |
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Unrestricted Cointegration Rank Test (Trace and Maximum Eigenvalue) |
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Hypothesized | Fisher Stat.* | | Fisher Stat.* | |
No. of CE(s) | (from trace test) | Prob. | (from max-eigen test) | Prob. |
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None | 225.9 | 0.0000 | 242.2 | 0.0000 |
At most 1 | 39.24 | 0.9825 | 39.24 | 0.9825 |
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