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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