Original hypothesis
characteristic value
Trace statistic
5% critical value
P-Value
conclusion
0.279505
18.57133
12.3209
0.004
Exist co integration relationship
0.073098
3.491727
4.129906
0.0731
Exist one co integration relationship
| Original hypothesis | characteristic value | Trace statistic | 5% critical value | P-Value | conclusion |
|
| 0.279505 | 18.57133 | 12.3209 | 0.004 | Exist co integration relationship |
|
| 0.073098 | 3.491727 | 4.129906 | 0.0731 | Exist one co integration relationship |