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Cum Model with a trend

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*** Cum. Freq = 1, p = 1,..,5

90% 95% 99%

1 Trace(1) 15.92629 18.09039 23.13090

2 Trace(1) 32.60420 35.55617 42.05774

3 Trace(1) 52.73863 56.49866 64.29932

4 Trace(1) 76.92394 81.12916 89.62183

5 Trace(1) 104.98884 109.17405 118.98810


1 Lambda(1) 15.92629 18.09039 23.13090

2 Lambda(1) 22.97027 25.46954 30.92691

3 Lambda(1) 29.50385 32.22024 37.47534

4 Lambda(1) 35.86276 38.25462 43.75503

5 Lambda(1) 41.85272 44.55845 50.41063


*** Cum. Freq = 2, p = 1,..,5

1 Trace(1) 22.09480 24.65593 29.48960

2 Trace(1) 43.82382 46.81503 53.76702

3 Trace(1) 68.67275 72.96398 80.86171

4 Trace(1) 98.32984 103.00425 112.93871

5 Trace(1) 131.09695 136.41383 146.91418


1 Lambda(1) 22.09480 24.65593 29.48960

2 Lambda(1) 29.18822 32.06307 37.91016

3 Lambda(1) 36.01288 38.79872 44.19754

4 Lambda(1) 42.31760 45.22149 51.82068

5 Lambda(1) 48.69856 52.11245 58.27965


*** Cum. Freq = 3, p = 1,..,5

1 Trace(1) 27.62038 30.28825 36.58548

2 Trace(1) 54.68141 58.41858 66.32639

3 Trace(1) 85.27217 89.82574 99.13845

4 Trace(1) 119.13979 125.17419 135.59561

5 Trace(1) 157.27454 163.80433 175.09341


1 Lambda(1) 27.62038 30.28825 36.58548

2 Lambda(1) 35.65251 38.46600 44.59761

3 Lambda(1) 42.37446 45.62627 51.97475

4 Lambda(1) 48.99546 52.60794 59.20915

5 Lambda(1) 55.99844 59.17533 65.90978


*** Cum. Freq = 4, p = 1,..,5

1 Trace(1) 33.52095 36.91493 43.02022

2 Trace(1) 65.55861 69.48224 78.45906

3 Trace(1) 101.34075 106.81500 116.32645

4 Trace(1) 140.52655 145.99311 156.98042

5 Trace(1) 183.55658 190.71159 202.59054


1 Lambda(1) 33.52095 36.91493 43.02022

2 Lambda(1) 41.72944 44.75700 50.83962

3 Lambda(1) 49.07747 52.37514 58.71659

4 Lambda(1) 56.00045 59.21325 65.66144

5 Lambda(1) 62.68861 65.76993 73.50710


*** Cum. Freq = 5, p = 1,..,5

1 Trace(1) 39.31262 42.74488 49.29503

2 Trace(1) 76.99440 80.94095 89.49088

3 Trace(1) 117.82788 122.92470 133.94353

4 Trace(1) 161.86362 168.06434 180.33552

5 Trace(1) 210.26792 217.45626 231.53649


1 Lambda(1) 39.31262 42.74488 49.29503

2 Lambda(1) 47.89613 51.04538 57.69548

3 Lambda(1) 55.71479 58.61760 65.84428

4 Lambda(1) 62.50166 65.85758 73.45941

5 Lambda(1) 69.06417 72.81402 80.94427


******************************************************

More detailed CV: Trend (cumulative) model

m=2

p=1

90% 95% 99%

Trace(1) 22.09480 24.65593 29.48960

Lambda(1) 22.09480 24.65593 29.48960


p=2

90% 95% 99%

Trace(1) 43.82382 46.81503 53.76702

Trace(2) 16.55918 18.16157 21.40782


Lambda(1) 29.18822 32.06307 37.91016

Lambda(2) 16.55918 18.16157 21.40782


p=3

90% 95% 99%

Trace(1) 68.67275 72.96398 80.86171

Trace(2) 35.62873 38.18098 42.92501

Trace(3) 14.37913 15.70363 18.19614


Lambda(1) 36.01288 38.79872 44.19754

Lambda(2) 22.90832 24.51570 27.86118

Lambda(3) 14.37913 15.70363 18.19614


p=4

90% 95% 99%

Trace(1) 98.32984 103.00425 112.93871

Trace(2) 58.84679 62.08032 68.41209

Trace(3) 31.95597 34.18747 38.16589

Trace(4) 13.21567 14.34582 16.37191


Lambda(1) 42.31760 45.22149 51.82068

Lambda(2) 28.98897 31.03446 34.66587

Lambda(3) 20.18408 21.66196 24.20707

Lambda(4) 13.21567 14.34582 16.37191


p=5

90% 95% 99%

Trace(1) 131.09695 136.41383 146.91418

Trace(2) 85.73147 90.06149 97.97867

Trace(3) 53.59838 56.34827 61.96388

Trace(4) 29.83322 31.50414 35.13845

Trace(5) 12.37163 13.37743 15.32797


Lambda(1) 48.69856 52.11245 58.27965

Lambda(2) 34.66347 36.64946 40.94593

Lambda(3) 25.67241 27.14275 29.95936

Lambda(4) 18.50399 19.60967 22.13426

Lambda(5) 12.37163 13.37743 15.32797


m=3

p=1

90% 95% 99%

Trace(1) 27.62038 30.28825 36.58548

Lambda(1) 27.62038 30.28825 36.58548


p=2

90% 95% 99%

Trace(1) 54.68141 58.41858 66.32639

Trace(2) 21.73278 23.58241 27.03483


Lambda(1) 35.65251 38.46600 44.59761

Lambda(2) 21.73278 23.58241 27.03483


p=3

90% 95% 99%

Trace(1) 85.27217 89.82574 99.13845

Trace(2) 45.74805 48.66678 54.40140

Trace(3) 19.09118 20.57519 23.34248


Lambda(1) 42.37446 45.62627 51.97475

Lambda(2) 28.56027 30.20260 34.04956

Lambda(3) 19.09118 20.57519 23.34248


p=4

90% 95% 99%

Trace(1) 119.13979 125.17419 135.59561

Trace(2) 73.83722 77.64154 85.31818

Trace(3) 41.15326 43.51368 48.84490

Trace(4) 17.50226 18.79710 21.47421


Lambda(1) 48.99546 52.60794 59.20915

Lambda(2) 34.81675 36.86448 41.09018

Lambda(3) 25.16622 26.71285 29.90898

Lambda(4) 17.50226 18.79710 21.47421


p=5

90% 95% 99%

Trace(1) 157.27454 163.80433 175.09341

Trace(2) 105.74345 110.05326 118.97578

Trace(3) 67.30924 70.97144 77.42661

Trace(4) 38.12531 40.38715 44.85632

Trace(5) 16.41656 17.48459 20.03933


Lambda(1) 55.99844 59.17533 65.90978

Lambda(2) 40.65571 42.73184 46.87254

Lambda(3) 31.00657 32.73261 36.17500

Lambda(4) 23.20664 24.57665 27.37621

Lambda(5) 16.41656 17.48459 20.03933