“Johansen cointegration test” (maximum Eigen statistics) result
| H0 | H1 | Maximum Eigen statistics | 5% critical value | Prob. value* |
|---|---|---|---|---|
| r = 0 | r = 1 | 26.83937 | 21.13162 | 0.0070 |
| r ≤ 1 | r = 2 | 7.623098 | 14.26460 | 0.4183 |
| H0 | H1 | Maximum Eigen statistics | 5% critical value | Prob. value* |
|---|---|---|---|---|
| 26.83937 | 21.13162 | 0.0070 | ||
| 7.623098 | 14.26460 | 0.4183 |
Note(s): *p-values by MacKinnon-Haug-Michelis (1999)
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