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# Johansen-Procedure #
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Test type: maximal eigenvalue statistic (lambda max) , with linear trend

Eigenvalues (lambda):
[1] 0.9013025 0.4516961 0.1172540

Values of teststatistic and critical values of test:

          test 10pct  5pct  1pct
r <= 2 |  2.24  6.50  8.18 11.65
r <= 1 | 10.82 12.91 14.90 19.19
r = 0  | 41.68 18.90 21.07 25.75

Eigenvectors, normalised to first column:
(These are the cointegration relations)

               mydata.INDU.l4 mydata.URBA.l4 mydata.AGMO.l4
mydata.INDU.l4     1.00000000      1.0000000     1.00000000
mydata.URBA.l4     0.18575746      8.3491505    -0.67742087
mydata.AGMO.l4     0.07654157     -0.4291659    -0.03784165

Weights W:
(This is the loading matrix)

                    mydata.INDU.l4 mydata.URBA.l4 mydata.AGMO.l4
mydata.INDU.d      0.2643167    -0.28923087     0.13556258
mydata.URBA.d      1.4282194    -0.08566039    -0.08303102
mydata.AGMO.d      1.0898639    -0.20426877     1.11598630


最后的那个矩阵是什么意思啊！