Standardized Variance of the VAR Variables Explained by | |||||
| Their Own Canonical Variables | The Opposite Canonical Variables | |||
Variable |
| Cumulative | Canonical |
| Cumulative |
Number | Proportion | Proportion | R-Square | Proportion | Proportion |
1 | 0.6523 | 0.6523 | 0.9586 | 0.6254 | 0.6254 |
2 | 0.0611 | 0.7134 | 0.0213 | 0.0013 | 0.6267 |