Number of co-integration vectors | Eigenvalue | Trace statistic | Threshold (5%) | P-value |
None* | 0.750906 | 45.86755 | 21.13162 | 0 |
At most 1 | 0.273131 | 10.52729 | 14.2646 | 0.1796 |
At most 2* | 0.172219 | 6.237201 | 3.841466 | 0.0125 |