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Table 3 Johansen cointegration rank test results for DTEC and Dst for the Bangalore location

From: Granger causality analysis of deviation in total electron content during geomagnetic storms in the equatorial region

S.No Storm date Test using trace test statistic with 5% significance level for DTEC and Dst pair Test using maximum eigenvalue test statistic with 5% significance level for DTEC and Dst pair
Rank r_0 Rank r_1 Test statistic Critical value Rank r_0 Rank r_1 Test statistic Critical value
1 01-03-2015 0 2 26.43 18.40 0 1 20.52 17.15
1 2 5.908 3.841 1 2 5.908 3.841
2. 02-3-2015 0 2 26.43 18.40 0 1 20.52 17.15
1 2 5.908 3.841 1 2 5.908 3.841
3 17-03-2015 0 2 28.31 18.40 0 1 21.09 17.15
1 2 7.216 3.841 1 2 7.216 3.841
4 19-03-2015 0 2 26.84 18.40 0 1 23.38 17.15
1 2 3.464* 3.841 1 2 3.464* 3.841
5 21-03-2015 0 2 35.20 18.40 0 1 31.71 17.15
1 2 3.487 3.841 1 2 3.487 3.841
6 22-03-2015 0 2 34.93 18.40 0 1 28.16 17.15
1 2 6.774 3.841 1 2 6.774 3.841
7 16-04-2015 0 2 17.88 18.40 0 1 13.50 17.15
8 22-06-2015 0 2 33.02 18.40 0 1 28.51 17.15
1 2 4.510 3.841 1 2 4.510 3.841
9 23-06-2015 0 2 29.29 18.40 0 1 18.78 17.15
1 2 10.51 3.841 1 2 10.51 3.841
10 20-12-2015 0 2 35.58 18.40 0 1 23.93 17.15
1 2 11.65 3.841 1 2 11.65 3.841
11 21-12-2015 0 2 50.48 18.40 0 2 50.48 18.40
1 2 11.69 3.841 1 2 11.69 3.841
12 31-12-2015 0 2 27.83 18.40 0 1 21.34 17.15
1 2 6.491 3.841 1 2 6.491 3.841
  1. *Rejection of the null hypothesis at 5% level of significance