3 Cointegrating Equation(s):

Log likelihood

402.4877

Normalized cointegrating coefficients (standard error in parentheses)

LQ

LPC

LI

LPG

LU

C

1.000000

0.000000

0.000000

-1.351354

-2.660623

-1.231309

(0.24948)

(0.71411)

(0.98935)

0.000000

1.000000

0.000000

0.069371

0.134854

-1.086363

(0.01329)

(0.03803)

(0.05268)

0.000000

0.000000

1.000000

1.716121

1.966742

-8.506624

(0.25159)

(0.72014)

(0.99770)

Adjustment coefficients (standard error in parentheses)

D(LQ)

-0.294547

8.371654

-0.529834

(0.05025)

(1.53790)

(0.09337)

D(LPC)

-0.006040

-0.671127

0.026454

(0.01012)

(0.30964)

(0.01880)

D(LI)

0.001275

-6.071522

0.258735

(0.32204)

(9.85518)

(0.59836)

D(LPG)

-0.011579

1.593971

-0.062634

(0.05732)

(1.75414)

(0.10650)

D(LU)

0.043296

-0.561673

-0.084020

(0.06858)

(2.09875)

(0.12743)