Skip to main content
Agricultural and Food Economics

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
  1. Notes: the critical values are from Narayan (2005), given the small sample size.
Back to article page