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



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