Trace тест

Maximum Eigen-Value тест

H0

H1

Trace

5%

H0

H1

Max

5%

r = 0

r 1

22.6

29.79

r = 0

r = 1

15.89

21.13

r 1

r 2

6.71

15.49

r = 1

r = 2

6.67

14.26

r 2

r 3

0.03

3.84

r = 2

r = 3

0.032

3.84