协整向量个数 | Test | 10% | 5% | 1% |
R ≤ 4 | 7.21 | 7.52 | 9.24 | 12.97 |
R ≤ 3 | 17.62 | 13.75 | 15.67 | 20.20 |
R ≤ 2 | 25.67 | 19.77 | 22.00 | 26.81 |
R = 1 | 40.14 | 25.56 | 28.14 | 33.24 |
R = 0 | 65.91 | 31.66 | 34.40 | 39.79 |