Maximum co-integration rank | Eigenvalues | Trace test | Max-Eigen test | ||
Trace Statistics | 1% critical value | Max-Eigen Statistics | 1% critical value | ||
0*** | 0.173408 | 21.34102 | 19.93711 | 20.75838 | 18.52001 |
1 | 0.005331 | 0.582639 | 6.634897 | 0.582639 | 6.634897 |