Table 2 Bounds test for nonlinear cointegration
From: Oil and food prices in Malaysia: a nonlinear ARDL analysis
Oil price specification | F-Statistics | 95% lower bound | 95% upper bound | Conclusion |
|---|---|---|---|---|
op rm | 11.9022 | 4.428 | 6.250 | Cointegration |
op usd | 12.4833 | Cointegration |