|
Table |
A.2: |
Fractiles of |
the trace test statistic (continued) | ||
|
q-r |
s |
m |
20% |
10% |
5% |
|
2 |
4 |
15 |
5.40286 |
5.86386 |
6.38816 |
|
2 |
4 |
16 |
5.25239 |
5.62673 |
6.07742 |
|
2 |
4 |
17 |
5.10956 |
5.44657 |
5.84971 |
|
2 |
4 |
18 |
5.02389 |
5.32631 |
5.63055 |
|
2 |
4 |
19 |
4.94531 |
5.21366 |
5.47029 |
|
2 |
4 |
20 |
4.86233 |
5.09956 |
5.35324 |
|
3 |
1 |
3 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
1 |
4 |
38.47602 |
147.90552 |
628.65021 |
|
3 |
1 |
5 |
7.26398 |
14.48385 |
29.58936 |
|
3 |
1 |
6 |
3.87222 |
6.12236 |
10.13583 |
|
3 |
1 |
7 |
2.84031 |
4.07944 |
5.79377 |
|
3 |
1 |
8 |
2.39632 |
3.20831 |
4.24671 |
|
3 |
1 |
9 |
2.06276 |
2.66343 |
3.38151 |
|
3 |
1 |
10 |
1.86216 |
2.31567 |
2.87495 |
|
3 |
1 |
11 |
1.71717 |
2.06395 |
2.51029 |
|
3 |
1 |
12 |
1.62446 |
1.92934 |
2.25253 |
|
3 |
1 |
13 |
1.56046 |
1.82195 |
2.12588 |
|
3 |
1 |
14 |
1.49405 |
1.72750 |
1.97979 |
|
3 |
1 |
15 |
1.44824 |
1.64387 |
1.85722 |
|
3 |
1 |
16 |
1.41740 |
1.61066 |
1.81048 |
|
3 |
1 |
17 |
1.37483 |
1.54018 |
1.71611 |
|
3 |
1 |
18 |
1.34887 |
1.49986 |
1.64932 |
|
3 |
1 |
19 |
1.32023 |
1.45358 |
1.58759 |
|
3 |
1 |
20 |
1.30487 |
1.43662 |
1.58724 |
|
3 |
2 |
3 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
2 |
4 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
2 |
5 |
93.00429 |
361.06729 |
1479.62976 |
|
3 |
2 |
6 |
16.13880 |
31.22144 |
61.88641 |
|
3 |
2 |
7 |
7.91967 |
12.53577 |
19.37587 |
|
3 |
2 |
8 |
5.80985 |
8.07796 |
11.15446 |
|
3 |
2 |
9 |
4.71049 |
5.98588 |
7.66056 |
|
3 |
2 |
10 |
4.08611 |
4.98691 |
6.11596 |
|
3 |
2 |
11 |
3.66900 |
4.36060 |
5.17738 |
|
3 |
2 |
12 |
3.42223 |
3.95770 |
4.58891 |
|
3 |
2 |
13 |
3.22444 |
3.67791 |
4.15968 |
|
3 |
2 |
14 |
3.06499 |
3.44421 |
3.88629 |
|
3 |
2 |
15 |
2.96360 |
3.28493 |
3.63179 |
|
3 |
2 |
16 |
2.86478 |
3.15767 |
3.44659 |
|
3 |
2 |
17 |
2.77741 |
3.02203 |
3.27700 |
|
3 |
2 |
18 |
2.71687 |
2.96573 |
3.20931 |
|
3 |
2 |
19 |
2.66058 |
2.86360 |
3.08757 |
|
3 |
2 |
20 |
2.62449 |
2.81048 |
2.99621 |
|
3 |
3 |
3 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
3 |
4 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
3 |
5 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
3 |
6 |
166.69800 |
687.85577 |
2673.08301 |
|
3 |
3 |
7 |
24.12948 |
47.16924 |
88.97661 |
56
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