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(f) I performed the Engle-Granger test and the results are reported below. At the 10% significance level, what can you infer about the test result?
(f) I performed the Engle-Granger test and the results are reported below. At the 10% significance level, what can you infer about the test result? [2] Date: 09/26/21 Time: 18:41 Series: LCP LEXRATE Sample: 2010M02 2021M08 Included observations: 139 Cointegrating equation deterministics: C @TREND Automatic lags specification based on Schwarz criterion (maxlag=13) Dependent tau-statistic Prob.* z-statistic Prob.* LCP -3. 190570 0.2014 -24.24388 0.0683 LEXRATE -3.649976 0.0799 -24.57190 0.0641 *Mackinnon (1996) p-values
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