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.