Unrestricted Cointegration Rank Test (Trace) |
| |||
Hypothesized |
| Trace | 0.05 |
|
No. of CE(s) | Eigenvalue | Statistic | Critical Value | Prob.** |
None * | 0.225331 | 16.45126 | 12.32090 | 0.0096 |
At most 1 | 0.018691 | 1.132064 | 4.129906 | 0.3346 |
Unrestricted Cointegration Rank Test (Maximum Eigenvalue) | ||||
Hypothesized |
| Max-Eigen | 0.05 |
|
No. of CE(s) | Eigenvalue | Statistic | Critical Value | Prob.** |
None * | 0.225331 | 15.31920 | 11.22480 | 0.0091 |
At most 1 | 0.018691 | 1.132064 | 4.129906 | 0.3346 |