FTSE WGBI, US Balance Sheet Policy And Foreign Holdings Of Malaysia Government Securities
Table 4:
| Model | F-statistic | Level of Significance | Bound test critical values | |
| I(0) | I(1) | |||
| F(lnFHOMGSt, lnCPIt, lnIPIt, lnTBt, MY10t, WGBIt, lnUSTAt) | 4.6917**** | 10% | 1.99 | 2.94 |
| 5% | 2.27 | 3.28 | ||
| 2.5% | 2.55 | 3.61 | ||
| 1% | 2.88 | 3.99 | ||