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Determinants Of Financial Condition In Malaysia

Table 4:

Model Equation F-Statistic
M1 F(lnKLCI | MCS, MOPR, lnMRM2, MTS, USFUND) 5.576****
M2 F(MCS | lnKLCI, MOPR, lnMRM2, MTS, USFUND) 7.101****
M3 F(MOPR | lnKLCI, MCS, lnMRM2, MTS, USFUND) 8.346****
M4 F(lnMRM2 | lnKLCI, MCS, MOPR, MTS, USFUND) 1.611
M5 F(MTS | lnKLCI, MCS, MOPR, lnMRM2, USFUND) 3.408*
M6 F(lnKLCI | MCS, MOPR, lnMRM2, MTS, LNUSTA) 7.086****
M7 F(MCS | lnKLCI, MOPR, lnMRM2, MTS, LNUSTA) 7.406****
M8 F(MOPR | lnKLCI, MCS, lnMRM2, MTS, LNUSTA) 5.637****
M9 F(lnMRM2 | lnKLCI, MCS, MOPR, MTS, LNUSTA) 1.403
M10 F(MTS | lnKLCI, MCS, MOPR, lnMRM2, LNUSTA) 10.958****
Bounds test critical values(Case III. Unrestricted intercept and no trend)
Significant Level I(0) I(1)
10% 2.26 3.35
5% 2.62 3.79
2.5% 2.96 4.18
1% 3.41 4.68
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