표 4
Enders-Siklos 검정 결과
| zt | ut | Δut | Δ i t c | |ut| | |Δut| | | Δ i t c | |
| (τ) | (−0.116) | (−0.037) | (−0.070) | (0.130) | (0.023) | (0.029) |
| (ρ)1 | −0.093***(0.027) | −0.026(0.025) | −0.036(0.023) | −0.088***(0.022) | −0.112***(0.024) | −0.092***(0.023) |
| ρ2 | −0.042(0.030) | −0.151***(0.033) | −0.156***(0.037) | 0.028(0.051) | 0.014(0.034) | 0.007(0.043) |
| F (H0:ρ1=ρ2) | 1.543 | 8.935*** | 7.138*** | 4.313** | 8.840*** | 4.085** |
| Φ (H0:ρ1=ρ2=0) | 6.724** | 10.722*** | 9.847** | 8.222** | 10.670** | 8.099** |
| Φ의 임계값10%5%1% | 5.3376.2938.504 | 6.5367.6469.969 | 6.8337.97310.372 | 7.0448.18910.678 | 6.1557.53918.322 | 6.2297.3339.746 |
p<0.05
p<0.01.