The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 10 Unrestricted co-integration rank test result (maximum eigenvalue)
From: The impact of stock market manipulation on Nigeria’s economic performance
Unrestricted co-integration rank test (maximum eigenvalue) | ||||
|---|---|---|---|---|
Hypothesized no. of CE (s) | Eigenvalue | Max-eigen statistic | 0.05 Critical value | Prob.** |
r ≤ 0 | 0.668457* | 57.40794 | 33.87687 | 0.0000 |
r ≤ 1 | 0.630122* | 51.71828 | 27.58434 | 0.0000 |
r ≤ 2 | 0.294112 | 18.11153 | 21.13162 | 0.1257 |
r ≤ 3 | 0.279642 | 17.15635* | 14.26460 | 0.0176 |
r ≤ 4 | 0.028529 | 1.505093 | 3.841466 | 0.2199 |