Ho | H1 | Trace statistic | Max-Eigenevalue statistic | ||||
Value | CV(0.05) | Prob | Value | CV(0.05) | Prob | ||
r = 0 | r = 1 | 57.36557* | 29.79707 | 0.0000 | 35.32383* | 21.13162 | 0.0003 |
r = 1 | r = 2 | 22.04175* | 15.49471 | 0.0045 | 14.27173* | 14.26460 | 0.0499 |
r = 2 | r = 3 | 7.770014* | 3.841466 | 0.0053 | 7.770014* | 3.841466 | 0.0053 |