Nonparametric cointegration analysis



Table 1: Optimal values of m if Fk(x) = cos(2kπ x)

20% significance level 10% significance level 5% significance level

r:\q:

12

3

4

5

r:\q :

123

4

5

r:\q:

12

3

4

5

0

12

3

4

5

0

124

5

6

0

13

4

5

6

1

2

3

4

5

1

23

4

5

1

2

3

4

5

2

3

4

5

2

3

4

5

2

3

4

5

3

4

5

3

4

5

3

4

5

4

5

4

5

4

5

33



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