Trace тест | Maximum Eigen-Value тест | ||||||
H0 | H1 | Trace | 5% | H0 | H1 | Max | 5% |
|
| 22.6 | 29.79 |
|
| 15.89 | 21.13 |
|
| 6.71 | 15.49 |
|
| 6.67 | 14.26 |
|
| 0.03 | 3.84 |
|
| 0.032 | 3.84 |