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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