From: Asymmetric evidence of foreign direct investment response to stock returns in Nigeria
Null hypothesis: No long-run relationships exist | ||
---|---|---|
Test statistic | Value | K |
F-statistic | 14.75229 | 4 |
Critical value bounds | Â | Â |
Significance | I0 Bound | I1 Bound |
10% | 2.45 | 3.52 |
5% | 2.86 | 4.01 |
2.5% | 3.25 | 4.49 |
1% | 3.74 | 5.06 |