| Unrestricted Cointegration Rank Test (Trace) |
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| Hypothesized |
| Trace | 0.05 |
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| No. of CE(s) | Eigenvalue | Statistic | Critical Value | Prob.** |
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| None | 0.999994 | 3533.105 | NA | NA |
| At most 1 | 0.983054 | 2150.503 | NA | NA |
| At most 2 | 0.938833 | 1681.566 | NA | NA |
| At most 3 | 0.910669 | 1360.240 | NA | NA |
| At most 4 | 0.831196 | 1082.468 | NA | NA |
| At most 5 | 0.741265 | 877.8813 | NA | NA |
| At most 6 | 0.701106 | 722.4069 | NA | NA |
| At most 7 * | 0.675121 | 583.5252 | 334.9837 | 0.0000 |
| At most 8 * | 0.644700 | 454.2305 | 285.1425 | 0.0000 |
| At most 9 * | 0.466740 | 335.2293 | 239.2354 | 0.0000 |
| At most 10 * | 0.436525 | 262.9236 | 197.3709 | 0.0000 |
| At most 11 * | 0.361779 | 196.9558 | 159.5297 | 0.0001 |
| At most 12 * | 0.310588 | 145.3126 | 125.6154 | 0.0018 |
| At most 13 * | 0.271452 | 102.5422 | 95.75366 | 0.0157 |
| At most 14 | 0.216273 | 66.12152 | 69.81889 | 0.0952 |
| At most 15 | 0.192677 | 38.09660 | 47.85613 | 0.2978 |
| At most 16 | 0.066256 | 13.48303 | 29.79707 | 0.8683 |
| At most 17 | 0.047083 | 5.599410 | 15.49471 | 0.7423 |
| At most 18 | 0.000463 | 0.053229 | 3.841466 | 0.8175 |
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| **MacKinnon-Haug-Michelis (1999) p-values
如图,求问临界值和P值都是NA是啥情况呢 |
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