Food Prices and Overweight Patterns in Italy



APPENDIX C

Table C.1: Johansen’s Cointegration Rank Test Statistics for AI system applied to subsamples of
Italian survey data

Gender

Education

Income

Male

Female

High

Low

Above pov.

thresh.

Below

pov. thresh.

95% critical values

H0

LR

LR

LR

LR

LR

LR

λ trace

r=0

157.80

[0.000]

136.02

[0.000]

162.69

[0.000]

132.75

[0.000]

136.50

[0.000]

126.97

[0.000]

103.68

r=1

90.89

[0.002]

75.98

[0.058]

106.86

[0.000]

77.64

[0.043]

76.37

[0.050]

76.20

[0.058]

76.81

r=2

39.74

[0.488]

41.84

[0.386]

56.88

[0.026]

50.76

[0.095]

49.22

[0.126]

46.74

[0.193]

53.94

r=3

19.40

[0.761]

21.48

[0.633]

27.62

[0.262]

25.72

[0.362]

27.42

[0.279]

21.91

[0.604]

35.07

r=4

9.95

[0.649]

9.77

[0.667]

11.56

[0.497]

9.59

[0.683]

9.08

[0.730]

11.61

[0.492]

20.16

r=5

3.44

[0.512]

3.68

[0.473]

2.27

[0.724]

3.86

[0.445]

3.81

[0.453]

4.21

[0.394]

9.14

Age

<35

35-49

50-65

>65

95% critical values

H0

LR

LR

LR

LR

λ trace

r=0

127.01 [0.000]

134.93 [0.000]

167.21 [0.000]

131.27 [0.000]

103.68

r=1

80.33 [0.025]

81.26 [0.021]

79.98 [0.027]

79.82 [0.028]

76.81

r=2

45.46 [0.236]

49.86 [0.112]

51.58 [0.081]

45.43 [0.237]

53.94

r=3

19.85 [0.735]

27.57 [0.264]

30.17 [0.158]

23.84 [0.477]

35.07

r=4

8.21 [0.802]

12.42 [0.420]

10.16 [0.629]

9.94 [0.650]

20.16

r=5

2.62 [0.659]

5.05 [0.288]

3.51 [0.500]

3.86 [0.444]

9.14

Notes: r is number of cointegrating relations. We report Johansen trace tests for evaluating the identification condition
of AI model. These values are estimated by optimal length lags with restricted intercepts and no trends in six endogenous
variables
w1 , w2 , logp1 , logp2 , logp3 and log(Y /p). Seasonal centred dummies are included. P-values of tests are shown
in square brackets.

33



More intriguing information

1. Conflict and Uncertainty: A Dynamic Approach
2. Magnetic Resonance Imaging in patients with ICDs and Pacemakers
3. The name is absent
4. The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey
5. Examining the Regional Aspect of Foreign Direct Investment to Developing Countries
6. The name is absent
7. Hemmnisse für die Vernetzungen von Wissenschaft und Wirtschaft abbauen
8. Can we design a market for competitive health insurance? CHERE Discussion Paper No 53
9. Computational Batik Motif Generation Innovation of Traditi onal Heritage by Fracta l Computation
10. The name is absent