1. Figures in brackets after the diagnostic statistics indicate their levels of significance. The reader should note that, '*' signifies 10% level of significance;**';Figures in parentheses are t-ratios of the corresponding estimates
2. Maximum Likelihood Theory for Log-Linear Models
3. Number of observations; N= The number of series for which the null of no-co-integration is being tested. The 95% critical values for the ADF i statistics;T;i=0 ? 4), where i is the number of lags in the ADF regressions, depend on both T and N based on the response surface estimates given by MacKinnon,1991