Where lnGDP and lnFDI are, respectively, the logarithm of gross domestic product in
Malaysia and foreign direct investment inflow in Malaysia and k is the optimal lag order,
d is the maximal order of integration of the variables in the system and μ1 and μ2 are
error terms that are assumed to be white noise. Each variable is regressed on each other
variable lagged from one (1) to the k+dmax lags in the system.