Open Access
Table 4
Summary of Johansen's Co-integration test.
| Sample: 2004M01 2014M12 | |||||
|---|---|---|---|---|---|
| Included observations: 131 | |||||
| Series: RL LOG(M3) LOG(MASI) CTM52S PART NCMC VOLMASI | |||||
| Lags interval: No lags | |||||
| Selected (0.05 level*) Number of Cointegrating Relations by Model | |||||
| Data Trend: | None | None | Linear | Linear | Quadratic |
| Test Type | No Intercept | Intercept | Intercept | Intercept | Intercept |
| No Trend | No Trend | No Trend | Trend | Trend | |
| Trace | 4 | 4 | 4 | 4 | 3 |
| Max-Eig | 4 | 4 | 4 | 3 | 2 |
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