Science and Education Publishing
From Scientific Research to Knowledge
Submission
Browse by Subjects
Search
Journal Home
For Authors
Online Submission
Current Issue
Archive
About Us
Tables index
From
Cointegration Analysis of Major African Stock Markets
Jimbo Henri Claver, Bruno Dinga, Fono Louis, Shu Felix, Andjiga Gabriel
International Journal of Econometrics and Financial Management
.
2019
, 7(1), 37-45 doi:10.12691/ijefm-7-1-5
Table 1. Descriptive Statistics for weekly stock returns
Full size table and legend
PowerPoint Slide
Table 2. Correlation matrix for weekly returns
Full size table and legend
PowerPoint Slide
Table 3. Test results (log levels and first difference)
Full size table and legend
PowerPoint Slide
Table 4. Engle-Granger test for cointegration
Full size table and legend
PowerPoint Slide
Table 5. Critical values of ADF test for residuals
Full size table and legend
PowerPoint Slide
Table 6. Pairwise Johansen Cointegration test result using AIC
Full size table and legend
PowerPoint Slide
Table 7. Pairwise Granger causality test results
Full size table and legend
PowerPoint Slide
Table 8. ECM for cointegrated variables
Full size table and legend
PowerPoint Slide