Number of cointegration vectors

vaule

α = 0.1

α = 0.05

α = 0.01

r 5

4.87

7.52

9.24

12.97

r 4

16.31

17.85

19.96

24.60

r 3

34.63

32.00

34.91

41.07

r 2

59.23

49.65

53.12

60.16

r 1

105.66

71.86

76.07

84.45

r 0

188.67

97.18

102.14

111.01