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Table 5 Johansen cointegration rank test results for DTEC and Dst for the Hyderabad location

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

S.No

Storm date

Trace test statistic with 5% significance level for DTEC and Dst pair

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

29.21

18.40

0

1

22.41

17.15

1

2

6.798

3.841

1

2

6.798

3.841

2.

02-3-2015

0

2

29.21

18.40

0

1

22.41

17.15

1

2

6.798

3.841

1

2

6.798

3.841

3

17-03-2015

0

2

25.73

18.41

0

1

21.99

17.15

1

2

3.736*

3.841

1

2

3.736*

3.841

4

19-03-2015

0

2

23.72

18.40

0

1

19.33

17.15

1

2

4.385

3.841

1

2

4.385

3.841

5

21-03-2015

0

2

30.29

18.40

0

1

22.60

17.15

1

2

7.693

3.841

1

2

7.693

3.841

6

22-03-2015

0

2

22.22

18.40

0

1

17.22

17.15

1

2

4.993

3.841

1

2

4.993

3.841

7

16-04-2015

0

2

18.44

18.40

0

1

13.41

17.15

1

2

5.032

3.841

    

8

22-06-2015

0

2

38.15

18.40

0

1

34.55

17.15

1

2

3.610*

3.841

1

2

3.610*

3.841

9

23-06-2015

0

2

16.84

18.40

0

1

10.35

17.15

10

20-12-2015

0

2

33.79

18.40

0

1

22.92

17.15

1

2

10.87

3.841

1

2

10.87

3.841

11

21-12-2015

0

2

49.49

18.40

0

1

37.95

18.40

1

2

11.54

3.841

1

2

11.54

3.841

12

31-12-2015

0

2

26.34

18.40

0

1

21.27

17.15

1

2

5.066

3.841

1

2

5.066

3.841

  1. *Rejection of the null hypothesis at 5% level of significance