표 A-2 모형 1~4에 대한 요한슨 공적분검정

구분 Test No.of CE Eigenvalue Max-Eigen statistic 0.05 critical value 유의확률
모형 1 MaximumEigenvalue NoneAt most 1 0.0980950.000496 5.8850550.028297 14.264603.841466 0.62800.8664
모형 2 MaximumEigenvalue NoneAt most 1 0.1366781.09E-05 8.3771490.000621 14.264603.841466 0.34170.9817
모형 3 MaximumEigenvalue NoneAt most 1 0.1083550.008595 6.5371550.492015 14.264603.841466 0.54530.4830
모형 4 MaximumEigenvalue NoneAt most 1 0.2590080.002342 17.086630.133660 14.264603.841466 0.0174**0.7147
주 : 1) p<0.1,
p<0.05,
p<0.01.
2) CE, cointegrating equations.