H0 | Max-Eigen | 0.05 | ||
No. of cointegrating rank | Eigen- value | Statistic | Critical Value | Prob.** |
r = 0* | 0.109132 | 27.1564 | 27.58434 | 0.0566 |
r ≤ 1 | 0.10269 | 25.46318 | 21.13162 | 0.115 |
r ≤ 2 | 0.046889 | 11.28568 | 14.2646 | 0.1405 |
r ≤ 3 | 0.007771 | 1.833327 | 3.841466 | 0.1757 |