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