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| Johansen Fisher Panel Cointegration Test | ||||||
| Series: LNE_EFF LNF_EFF LNSCA | ||||||
| Date: 03/14/18 Time: 21:17 | ||||||
| Sample: 1996 2015 | ||||||
| Included observations: 551 | ||||||
| Trend assumption: Linear deterministic trend (restricted) | ||||||
| Lags interval (in first differences): 1 1 | ||||||
| Unrestricted Cointegration Rank Test (Trace and Maximum Eigenvalue) | ||||||
| Hypothesized | Fisher Stat.* | Fisher Stat.* | ||||
| No. of CE(s) | (from trace test) | Prob. | (from max-eigen test) | Prob. | ||
| None | 228.8 | 0 | 169.1 | 0 | ||
| At most 1 | 106.3 | 0.0001 | 89.81 | 0.0047 | ||
| At most 2 | 59.82 | 0.4095 | 59.82 | 0.4095 | ||
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