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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