Table 5 Johansen maximum eigenvalue test... | Emerald Publishing

Table 5

Johansen maximum eigenvalue test

Maximum			Eigenvalue		Critical value
Rank	Params	LL		Maximum	5%
0	78	−438.31718	.	57.9978	39.37
1	89	−409.31828	0.84601	52.1825	33.46
2	98	−383.22704	0.81424	33.0166	27.07
3	105	−366.71876	0.65529	22.5792	20.97
4	110	−355.42916	0.51730	9.0139	14.07
5	113	−350.92222	0.25231	0.0836	3.76
6	114	−350.88041	0.00269

Maximum			Eigenvalue		Critical value
Rank	Params	LL		Maximum	5%
0	78	−438.31718	.	57.9978	39.37
1	89	−409.31828	0.84601	52.1825	33.46
2	98	−383.22704	0.81424	33.0166	27.07
3	105	−366.71876	0.65529	22.5792	20.97
4	110	−355.42916	0.51730	9.0139	14.07
5	113	−350.92222	0.25231	0.0836	3.76
6	114	−350.88041	0.00269