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Table 7 The Johansen tests for cointergration in the domestic food market

From: Food prices, energy and climate shocks in Uganda

Maximum rank Number of parameters LL Eigen value Trace statistic 5 % critical value
0 39 530.293   49.025 29.797
1 44 553.713 0.219 14.808* 15.495
2 47 559.035 0.098 0.574 3.842
3 48 559.252 0.004   
  1. * = Trace statistic indicates 1 cointegrating equation