假定协整向量数 | 特征值 | 含迹统计数 | 5%临近值 | P值 |
None* | 0.947145 | 52.92350 | 33.87687 | 0.0001 |
At most 1 | 0.817838 | 30.65145 | 27.58434 | 0.3204 |
At most 2* | 0.554818 | 14.56689 | 21.13162 | 0.0527 |