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Date: 04/05/13   Time: 16:29

Sample (adjusted): 2000 2012

Included observations: 13 after adjustments

Trend assumption: Linear deterministic trend

Series: GDP TR

Lags interval (in first differences): 1 to 1

Unrestricted Cointegration Rank Test (Trace)

Hypothesized                Trace        0.05

No. of CE(s)        Eigenvalue        Statistic        Critical Value        Prob.**

None         0.301761         6.468845         15.49471         0.6401

At most 1         0.129258         1.799322         3.841466         0.1798

Trace test indicates no cointegration at the 0.05 level

* denotes rejection of the hypothesis at the 0.05 level

**MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegration Rank Test (Maximum Eigenvalue)

Hypothesized                Max-Eigen        0.05

No. of CE(s)        Eigenvalue        Statistic        Critical Value        Prob.**

None         0.301761         4.669524         14.26460         0.7828

At most 1         0.129258         1.799322         3.841466         0.1798

Max-eigenvalue test indicates no cointegration at the 0.05 level

* denotes rejection of the hypothesis at the 0.05 level

**MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):

GDP        TR

-14.91561         14.14390

14.50103        -10.48762

Unrestricted Adjustment Coefficients (alpha):

D(GDP)         0.030497        -0.000256

D(TR)         0.031639         0.021781

1 Cointegrating Equation(s):                 Log likelihood         39.31731

Normalized cointegrating coefficients (standard error in parentheses)

GDP        TR

1.000000        -0.948262

(0.07954)

Adjustment coefficients (standard error in parentheses)

D(GDP)        -0.454880

(0.23067)

D(TR)        -0.471918

(0.38469)