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