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Table 8 The Trace Test (Public BL Eq.)

From: The impact of bank lending on Palestine economic growth: an econometric analysis of time series data

Hypothesis Eigen value Trace Statistic 5% Critical Value Probability
H0 H1
r = 0* r ≥ 1 0.357418 61.71907 47.85613 0.0015
r ≤ 1 r ≥ 2 0.240828 31.20304 29.79707 0.0342
r ≤ 2 r ≥ 3 0.161745 12.19168 15.49471 0.1480
r ≤ 3 r ≥ 4 0.000258 0.017824 3.841466 0.8937