假定协整向量数 | 特征值 | 含迹统计数 | 5%临近值 | P值 |
None* | 0.956925 | 135.8312 | 69.81889 | 0.0000 |
At most 1 | 0.935438 | 79.22442 | 47.85613 | 0.0000 |
At most 2 | 0.670363 | 29.90219 | 29.79707 | 0.0486 |