特征值

变量

λ₁

λ₂

λ₃

λ₄

λ₅

GDP

0.452547

−0.309200

0.287184

0.194461

0.761122

PI

0.456207

−0.031154

−0.784404

−0.402971

0.115018

SI

0.456116

−0.098605

0.531145

−0.611363

−0.355466

PCDI

0.450457

−0.368895

−0.112460

0.606087

−0.530110

MCG

0.419671

0.870413

0.086451

0.242266

0.009555