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