Model |
Equation |
CointEq(-1) Coefficient |
Probability |
M1 |
F(lnKLCI | MCS, MOPR, lnMRM2, MTS, USFUND) |
-0.030*** |
0.000 |
M2 |
F(MCS | lnKLCI, MOPR, lnMRM2, MTS, USFUND) |
-0.221*** |
0.000 |
M3 |
F(MOPR | lnKLCI, MCS, lnMRM2, MTS, USFUND) |
-0.047*** |
0.000 |
M5 |
F(MTS | lnKLCI, MCS, MOPR, lnMRM2, USFUND) |
-0.256*** |
0.000 |
M6 |
F(lnKLCI | MCS, MOPR, lnMRM2, MTS, LNUSTA) |
-0.194*** |
0.000 |
M7 |
F(MCS | lnKLCI, MOPR, lnMRM2, MTS, LNUSTA) |
-0.398*** |
0.000 |
M8 |
F(MOPR | lnKLCI, MCS, lnMRM2, MTS, LNUSTA) |
-0.197*** |
0.000 |
M10 |
F(MTS | lnKLCI, MCS, MOPR, lnMRM2, LNUSTA) |
-0.424*** |
0.000 |