Unrestricted  Cointegration Rank Test (Trace)

Hypothesized

Trace

0.05

No. of CE(s)

Eigenvalue

Statistic

Critical Value

Prob.**

None

0.999994

3533.105

NA

NA

At most 1

0.983054

2150.503

NA

NA

At most 2

0.938833

1681.566

NA

NA

At most 3

0.910669

1360.240

NA

NA

At most 4

0.831196

1082.468

NA

NA

At most 5

0.741265

877.8813

NA

NA

At most 6

0.701106

722.4069

NA

NA

At most 7 *

0.675121

583.5252

334.9837

0.0000

At most 8 *

0.644700

454.2305

285.1425

0.0000

At most 9 *

0.466740

335.2293

239.2354

0.0000

At most 10 *

0.436525

262.9236

197.3709

0.0000

At most 11 *

0.361779

196.9558

159.5297

0.0001

At most 12 *

0.310588

145.3126

125.6154

0.0018

At most 13 *

0.271452

102.5422

95.75366

0.0157

At most 14

0.216273

66.12152

69.81889

0.0952

At most 15

0.192677

38.09660

47.85613

0.2978

At most 16

0.066256

13.48303

29.79707

0.8683

At most 17

0.047083

5.599410

15.49471

0.7423

At most 18

0.000463

0.053229

3.841466

0.8175

**MacKinnon-Haug-Michelis  (1999) p-values

如图，求问临界值和P值都是NA是啥情况呢