| Trace statistic | |||||
Eonia | Eurb 3 m | Eurb 1 y | IPIV | Unemp | π | |
CIC | 11.75 | 12.10 | 9.88 | 9.01 | 7.08 | 7.12 |
OD | 12.18 | 11.25 | 10.99 | 19.65 | 7.40 | 18.25 |
DAM | 24.26 | 28.78 | 22.97 | 25.48 | 16.84 | 26.60 |
DRN | 14.42 | 13.25 | 13.55 | 22.09 | 22.09 | 6.54 |
Par CIC | 15.81 | 15.96 | 15.83 | 8.73 | 6.66 | 5.85 |
Par OD | 19.46 | 22.26 | 23.52 | 19.32 | 18.12 | 26.29 |
Par DAM | 13.04 | 13.16 | 11.40 | 33.20 | 31.54 | 30.78 |
Par DRN | 11.65 | 11.01 | 10.65 | 20.79 | 12.19 | 11.06 |
| Critical value of Osterwald-Lenum at 5%: 15.49 | |||||
| Statiscal maximum eigenvalue | |||||
Eonia | Eurb 3 m | Eurb 1 y | TVIPI | Unemp | π | |
CIC | 11.10 | 12.07 | 8.95 | 7.7 | 6.25 | 5.15 |
OD | 10.87 | 9.86 | 9.30 | 19.24 | 5.98 | 16.00 |
DAM | 21.97 | 15.49 | 21.18 | 23.63 | 14.84 | 22.95 |
DRN | 13.12 | 13.15 | 13.51 | 21.65 | 8.25 | 6.41 |
Par CIC | 15.02 | 15.37 | 14.36 | 8.49 | 6.11 | 5.81 |
Par OD | 18.27 | 21.26 | 23.07 | 17.71 | 17.21 | 26.28 |
Par DAM | 9.81 | 9.81 | 7.86 | 28.00 | 22.63 | 27.43 |
Par DRN | 9.10 | 8.46 | 7.98 | 18.73 | 10.73 | 8.45 |
| Critical value of Osterwald-Lenum at 5%: 14.26 |