Beruflich Dokumente
Kultur Dokumente
Engel-Granger Cointegration Critical Values
Engel-Granger Cointegration Critical Values
0
1
2
2.5658
5%
10%
1%
5%
10%
5%
10%
1.96
0.398
0.181
5.999
2.738
1.438
8.353
4.039
2.418
10.04
29.25
8.36
4.48
47.44
17.83
7.58
25
2.66
1.96
1.62
3.72
2.98
2.63
4.37
3.60
3.24
50
2.61
1.95
1.62
3.57
2.92
2.60
4.15
3.50
3.18
75
2.59
1.94
1.62
3.52
2.90
2.59
4.08
3.47
3.16
100
2.59
1.94
1.62
3.50
2.89
2.58
4.05
3.45
3.15
200
2.58
1.94
1.62
3.46
2.88
2.57
4.01
3.43
3.14
2.57
1.94
1.62
3.43
2.86
2.57
4.96
3.41
3.13
0
1
2
5%
10%
5%
10%
5%
10%
5.967
4.069 12.531
9.421
7.203
30.03
8.98
5.73
34.03
15.06
4.01
25
4.37
3.59
3.22
5.00
4.18
3.79
50
4.12
3.46
3.13
4.65
3.98
3.64
75
4.05
3.42
3.10
4.54
3.91
3.59
100
4.01
3.40
3.09
4.49
3.88
3.57
200
3.95
3.37
3.07
4.41
3.83
3.53
3.90
3.34
3.05
4.33
3.78
3.50
2
N = Number of variables = 3
No constant or trend
1%
5%
10%
0
1
2
5%
10%
5%
10%
8.352
46.37
13.41
25
4.92
4.10
50
4.59
75
9.188
49.35
13.13
4.85
3.71
5.49
4.62
4.21
3.92
3.58
5.06
4.37
4.02
4.49
3.86
3.54
4.92
4.28
3.96
100
4.44
3.83
3.51
4.86
4.24
3.93
200
4.37
3.78
3.48
4.76
4.18
3.88
4.30
3.74
3.45
4.67
4.12
3.83
N = Number of variables = 4
No constant or trend
1%
0
1
2
5%
10%
5%
10%
5%
10%
21.57
50.22
19.54
8.317
9.88
T
25
5.50
4.63
4.21
5.42
4.56
4.16
50
5.06
4.37
4.02
5.01
4.32
3.98
75
4.92
4.28
3.96
4.89
4.25
3.92
100
4.86
4.24
3.93
4.83
4.21
3.90
200
4.76
4.18
3.88
4.74
4.15
3.85
4.67
4.12
3.83
4.65
4.10
3.81