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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