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Table 4 Johannes cointegration tests

From: The nexus between Egyptian renewable energy resources and economic growth for achieving sustainable development goals

Rank

 

Trace

0.05

 

No. of CE(s)

Eigenvalue

Statistic

Critical Value

Prob.**

0

0.923902

136.4874

83.93712

0.0000

1

0.762490

77.24569

60.06141

0.0009

2

0.596038

44.18215

40.17493

0.0188

3

0.430893

23.33418*

24.27596

0.0654

4

0.362159

10.36939

12.32090

0.1039

5

0.001176

0.027074

4.129906

0.8930

  1. *Denotes rejection of the hypothesis at the 0.05 level
  2. **MacKinnon–Haug–Michelis (1999) p-values