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Table 4 Johansen cointegration rank test results for DTEC and AE pair 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 AE pair Test using maximum eigenvalue test statistic with 5% significance level for DTEC and AE 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 39.07 18.40 0 1 34.22 17.15
1 2 4.858 3.841 1 2 4.858 3.841
2. 02-3-2015 0 2 39.07 18.40 0 1 34.22 17.15
1 2 4.858 3.841 1 2 4.858 3.841
3 17-03-2015 0 2 34.69 18.40 0 1 34.22 17.15
1 2 6.621 3.841 1 2 4.858 3.841
4 19-03-2015 0 2 12.78* 18.40 0 1 9.302* 17.15
5 21-03-2015 0 2 31.42 18.40 0 1 26.67 17.15
1 2 4.748 3.841 1 2 4.748 3.841
6 22-03-2015 0 2 30.17 18.40 0 1 19.20 17.15
1 2 10.97 3.841 1 2 10.97 3.841
7 16-04-2015 0 2 6.939* 18.40 0 1 6.160* 17.15
8 22-06-2015 0 2 6.939* 18.40 0 2 6.939* 17.15
9 23-06-2015 0 2 46.34 18.40 0 1 37.29 17.15
1 2 9.050 3.841 1 2 9.050 3.841
10 20-12-2015 0 2 36.56 18.40 0 1 27.67 17.15
1 2 8.888 3.841 1 2 8.888 3.841
11 21-12-2015 0 2 41.27 18.40 0 1 28.24 18.40
1 2 13.03 3.841 1 2 13.03 3.841
12 31-12-2015 0 2 32.77 18.40 0 1 20.14 17.15
1 2 12.63 3.841 1 2 12.63 3.841
  1. *Rejection of the null hypothesis at 5% level of significance