H0 | Trace | 0.05 | ||
No. of cointegrating rank | Eigen-value | Statistic | Critical Value | Prob.** |
r = 0* | 0.109132 | 65.73859 | 47.85613 | 0.0005 |
r ≤ 1 | 0.10269 | 38.58219 | 29.79707 | 0.1038 |
r ≤ 2 | 0.046889 | 13.11901 | 15.49471 | 0.1105 |
r ≤ 3 | 0.007771 | 1.833327 | 3.841466 | 0.1757 |