An Empirical Study on Relationship between Residents’ Disposable Income and CPI Based on TVECM: Application of Bootstrap SupLM Testing for Threshold Cointegration

Table 1

Size of SupLM tests.

n	Statistic	5%			10%
		ɸ 0	ɸ 1	ɸ 2	ɸ 0	ɸ 1	ɸ 2
100	ADF	0.035	0.054	0.043	0.089	0.098	0.100
	SupLM	0.038	0.039	0.046	0.088	0.095	0.084
	SupLM^0	0.034	0.046	0.041	0.090	0.097	0.092
250	ADF	0.049	0.048	0.045	0.088	0.102	0.120
	SupLM	0.049	0.041	0.046	0.093	0.106	0.110
	SupLM^0	0.046	0.039	0.049	0.087	0.104	0.100