|
Table |
A.2: |
Fractiles of |
the trace test statistic (continued) | ||
|
q-r |
s |
m |
20% |
10% |
5% |
|
3 |
3 |
8 |
12.41689 |
18.96752 |
30.17323 |
|
3 |
3 |
9 |
8.64259 |
11.73291 |
15.78372 |
|
3 |
3 |
10 |
7.04850 |
8.94094 |
11.10475 |
|
3 |
3 |
11 |
6.04714 |
7.21111 |
8.70557 |
|
3 |
3 |
12 |
5.44534 |
6.36663 |
7.50848 |
|
3 |
3 |
13 |
5.05691 |
5.77774 |
6.58924 |
|
3 |
3 |
14 |
4.75932 |
5.34315 |
5.99465 |
|
3 |
3 |
15 |
4.53830 |
5.03726 |
5.55357 |
|
3 |
3 |
16 |
4.38823 |
4.78769 |
5.22870 |
|
3 |
3 |
17 |
4.23783 |
4.61019 |
4.98024 |
|
3 |
3 |
18 |
4.13387 |
4.46193 |
4.80153 |
|
3 |
3 |
19 |
4.03362 |
4.32947 |
4.61589 |
|
3 |
3 |
20 |
3.96285 |
4.21554 |
4.48116 |
|
3 |
4 |
4 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
4 |
5 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
4 |
6 |
≈∞ |
≈∞ |
≈∞ |
|
3 |
4 |
7 |
244.25818 |
957.57916 |
4024.66016 |
|
3 |
4 |
8 |
32.70491 |
62.47633 |
125.55256 |
|
3 |
4 |
9 |
16.49575 |
24.41030 |
36.64227 |
|
3 |
4 |
10 |
11.54159 |
15.27315 |
20.31912 |
|
3 |
4 |
11 |
9.31754 |
11.61103 |
14.59455 |
|
3 |
4 |
12 |
7.94072 |
9.40790 |
11.16500 |
|
3 |
4 |
13 |
7.24958 |
8.41942 |
9.71438 |
|
3 |
4 |
14 |
6.71290 |
7.52136 |
8.46355 |
|
3 |
4 |
15 |
6.34575 |
7.00670 |
7.78777 |
|
3 |
4 |
16 |
6.04001 |
6.62328 |
7.27576 |
|
3 |
4 |
17 |
5.79484 |
6.29086 |
6.85427 |
|
3 |
4 |
18 |
5.61419 |
6.03428 |
6.48686 |
|
3 |
4 |
19 |
5.47009 |
5.83943 |
6.24385 |
|
3 |
4 |
20 |
5.36221 |
5.71664 |
6.04735 |
|
4 |
1 |
4 |
≈∞ |
≈∞ |
≈∞ |
|
4 |
1 |
5 |
56.66291 |
236.45728 |
856.82471 |
|
4 |
1 |
6 |
9.51424 |
18.69047 |
37.44304 |
|
4 |
1 |
7 |
4.85499 |
8.09154 |
12.45082 |
|
4 |
1 |
8 |
3.49984 |
5.19103 |
7.40119 |
|
4 |
1 |
9 |
2.76747 |
3.79929 |
5.06636 |
|
4 |
1 |
10 |
2.40223 |
3.11572 |
4.03353 |
|
4 |
1 |
11 |
2.13557 |
2.71290 |
3.37059 |
|
4 |
1 |
12 |
1.96666 |
2.42428 |
2.92038 |
|
4 |
1 |
13 |
1.83161 |
2.19769 |
2.57913 |
|
4 |
1 |
14 |
1.73539 |
2.05232 |
2.44148 |
|
4 |
1 |
15 |
1.65182 |
1.91702 |
2.22406 |
|
4 |
1 |
16 |
1.60059 |
1.83099 |
2.08077 |
|
4 |
1 |
17 |
1.54215 |
1.75600 |
1.97929 |
|
4 |
1 |
18 |
1.48518 |
1.67564 |
1.86772 |
|
4 |
1 |
19 |
1.45582 |
1.63666 |
1.80892 |
|
4 |
1 |
20 |
1.42796 |
1.58790 |
1.75401 |
57
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