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Table 6 Johansen cointegration rank test results for DTEC and AE pair 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

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

35.75

18.40

0

1

30.45

17.15

1

2

5.301

3.841

1

2

5.301

3.841

2.

02-3-2015

0

2

35.75

18.40

0

1

30.45

17.15

1

2

5.301

3.841

1

2

5.301

3.841

3

17-03-2015

0

2

30.01

18.41

0

1

26.65

17.15

1

2

3.362

3.841

1

2

3.362

3.841

4

19-03-2015

0

2

29.55

18.40

0

2

21.99

17.15

1

2

7.557

3.841

1

2

7.557

3.841

5

21-03-2015

0

2

35.16

18.40

0

1

30.65

17.15

1

2

4.515

3.841

1

2

4.515

3.841

6

22-03-2015

0

2

21.55

18.40

0

1

15.34*

17.15

1

2

6.213

3.841

    

7

16-04-2015

0

2

26.35

18.40

0

1

13.80*

17.15

1

2

12.56

3.841

   

3.841

8

22-06-2015

0

2

12.45*

18.40

0

1

12.38*

17.15

9

23-06-2015

0

2

42.24

18.40

0

1

37.78

17.15

1

2

4.460

3.841

1

2

4.460

3.841

10

20-12-2015

0

2

37.79

18.40

0

2

28.62

17.15

1

2

9.172

3.841

1

2

9.172

3.841

11

21-12-2015

0

2

40.89

18.40

0

1

32.40

18.40

1

2

8.488

3.841

1

2

8.488

3.841

12

31-12-2015

0

2

23.15

18.40

0

2

13.67

17.15

1

2

9.476

3.841

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