***********************************
Model with rtrend
***********************************
*** Freq = 1, p = 1,..,5
90% 95% 99%
1 Trace(1) 16.78160 18.90748 24.13640
2 Trace(1) 34.38460 37.47358 43.64184
3 Trace(1) 55.53018 59.39504 67.08178
4 Trace(1) 80.72425 85.16574 93.36696
5 Trace(1) 109.49544 114.20359 124.53456
1 Lambda(1) 16.78160 18.90748 24.13640
2 Lambda(1) 23.89548 26.44461 32.01254
3 Lambda(1) 30.29101 33.03344 38.17394
4 Lambda(1) 36.66105 39.23833 44.89654
5 Lambda(1) 42.61192 45.38248 51.21126
*** Freq = 2, p = 1,..,5
1 Trace(1) 14.07468 16.37934 21.24727
2 Trace(1) 29.69992 33.03774 39.66198
3 Trace(1) 49.85115 53.42384 61.18987
4 Trace(1) 74.19752 78.86507 87.33451
5 Trace(1) 102.74867 107.71686 117.76993
1 Lambda(1) 14.07468 16.37934 21.24727
2 Lambda(1) 21.98196 24.68322 29.40360
3 Lambda(1) 28.52754 30.95725 37.14852
4 Lambda(1) 35.34741 38.17910 43.86716
5 Lambda(1) 41.89972 44.72682 50.38107
*** Freq = 3, p = 1,..,5
1 Trace(1) 12.61227 14.82827 19.42158
2 Trace(1) 27.10051 30.20683 36.41345
3 Trace(1) 45.93937 49.80522 57.09804
4 Trace(1) 69.27565 73.87547 82.30167
5 Trace(1) 96.85059 101.74087 111.69513
1 Lambda(1) 12.61227 14.82827 19.42158
2 Lambda(1) 20.12347 22.90663 28.36120
3 Lambda(1) 27.35573 30.23652 35.53448
4 Lambda(1) 34.23454 37.29780 43.02077
5 Lambda(1) 40.53592 43.44843 49.28561
*** Freq = 4, p = 1,..,5
1 Trace(1) 11.90545 13.83531 18.74437
2 Trace(1) 25.59554 28.82023 34.84075
3 Trace(1) 43.56009 47.18157 54.76021
4 Trace(1) 66.11489 70.47044 78.46312
5 Trace(1) 92.88905 97.87634 107.81804
1 Lambda(1) 11.90545 13.83531 18.74437
2 Lambda(1) 19.25288 21.73118 26.64931
3 Lambda(1) 26.13052 28.57067 34.22111
4 Lambda(1) 32.98635 35.63663 41.35651
5 Lambda(1) 39.54687 42.66692 48.34608
*** Freq = 5, p = 1,..,5
1 Trace(1) 11.39929 13.28540 18.05348
2 Trace(1) 24.94488 27.72151 34.05113
3 Trace(1) 42.54556 45.80354 53.71544
4 Trace(1) 64.48174 68.30843 77.41853
5 Trace(1) 90.91935 95.16862 104.27734
1 Lambda(1) 11.39929 13.28540 18.05348
2 Lambda(1) 18.73292 20.82690 26.19501
3 Lambda(1) 25.21915 27.77769 33.80212
4 Lambda(1) 32.14975 35.06070 40.94494
5 Lambda(1) 38.78672 41.73858 47.24342
********************************************************
Restricted Trend: More detailed CV
Frequency = 1
p=1
90% 95% 99%
Trace(1) 16.78160 18.90748 24.13640
Lambda(1) 16.78160 18.90748 24.13640
p=2
90% 95% 99%
Trace(1) 33.59829 36.42654 43.36885
Trace(2) 12.08227 13.40188 16.33912
Lambda(1) 23.32070 25.76635 31.30888
Lambda(2) 12.08227 13.40188 16.33912
p=3
90% 95% 99%
Trace(1) 55.53018 59.39504 67.08178
Trace(2) 27.94883 29.95289 33.69316
Trace(3) 10.81283 11.85894 13.63120
Lambda(1) 30.29101 33.03344 38.17394
Lambda(2) 18.43945 19.95390 22.94270
Lambda(3) 10.81283 11.85894 13.63120
p=4
90% 95% 99%
Trace(1) 80.72425 85.16574 93.36696
Trace(2) 47.14129 49.98105 55.12094
Trace(3) 24.87651 26.77776 30.25359
Trace(4) 10.02938 10.89921 12.94803
Lambda(1) 36.66105 39.23833 44.89654
Lambda(2) 23.91594 25.62942 28.86447
Lambda(3) 16.10253 17.28365 19.70421
Lambda(4) 10.02938 10.89921 12.94803
p=5
90% 95% 99%
Trace(1) 109.49544 114.20359 124.53456
Trace(2) 70.43437 73.55149 79.85369
Trace(3) 42.97098 45.25264 49.81014
Trace(4) 23.21810 24.70393 27.79905
Trace(5) 9.43241 10.26792 11.94934
Lambda(1) 42.61192 45.38248 51.21126
Lambda(2) 29.43815 31.30021 34.67950
Lambda(3) 21.13669 22.36848 25.29391
Lambda(4) 14.92167 15.90559 17.70474
Lambda(5) 9.43241 10.26792 11.94934
Frequency = 2
p=1
90% 95% 99%
Trace(1) 14.07468 16.37934 21.24727
Lambda(1) 14.07468 16.37934 21.24727
p=2
90% 95% 99%
Trace(1) 33.92733 36.73194 43.76074
Trace(2) 12.19329 13.52327 16.64934
Lambda(1) 23.46752 26.02829 31.25653
Lambda(2) 12.19329 13.52327 16.64934
p=3
90% 95% 99%
Trace(1) 49.85115 53.42384 61.18987
Trace(2) 23.48737 25.56349 30.46012
Trace(3) 8.42520 9.51689 11.68615
Lambda(1) 28.52754 30.95725 37.14852
Lambda(2) 16.64474 18.28674 21.45395
Lambda(3) 8.42520 9.51689 11.68615
p=4
90% 95% 99%
Trace(1) 74.19752 78.86507 87.33451
Trace(2) 41.88278 44.68367 49.94539
Trace(3) 20.95985 22.71356 26.00364
Trace(4) 7.69650 8.59669 10.44094
Lambda(1) 35.34741 38.17910 43.86716
Lambda(2) 22.81920 24.44750 27.97244
Lambda(3) 14.57558 15.79640 18.21865
Lambda(4) 7.69650 8.59669 10.44094
p=5
90% 95% 99%
Trace(1) 102.74867 107.71686 117.76993
Trace(2) 64.44838 67.86135 73.95517
Trace(3) 38.11268 40.16099 45.04511
Trace(4) 19.63170 21.13953 24.30005
Trace(5) 7.47355 8.24638 10.01047
Lambda(1) 41.89972 44.72682 50.38107
Lambda(2) 28.59787 30.41430 34.07395
Lambda(3) 19.95724 21.43715 24.23491
Lambda(4) 13.38455 14.34896 16.57243
Lambda(5) 7.47355 8.24638 10.01047
Frequency = 3
p=1
90% 95% 99%
Trace(1) 12.61227 14.82827 19.42158
Lambda(1) 12.61227 14.82827 19.42158
p=2
90% 95% 99%
Trace(1) 34.28510 37.31521 43.83768
Trace(2) 12.39684 13.72345 17.03470
Lambda(1) 23.77544 26.28311 31.77360
Lambda(2) 12.39684 13.72345 17.03470
p=3
90% 95% 99%
Trace(1) 45.93937 49.80522 57.09804
Trace(2) 20.84201 22.95622 27.81487
Trace(3) 7.34864 8.27834 10.62493
Lambda(1) 27.35573 30.23652 35.53448
Lambda(2) 14.97059 16.50546 20.11851
Lambda(3) 7.34864 8.27834 10.62493
p=4
90% 95% 99%
Trace(1) 69.27565 73.87547 82.30167
Trace(2) 37.98459 40.47490 45.58783
Trace(3) 18.61180 20.11785 23.22223
Trace(4) 6.75565 7.55238 9.31375
Lambda(1) 34.23454 37.29780 43.02077
Lambda(2) 21.10166 23.04773 26.75910
Lambda(3) 12.91401 14.01597 16.30564
Lambda(4) 6.75565 7.55238 9.31375
p=5
90% 95% 99%
Trace(1) 96.85059 101.74087 111.69513
Trace(2) 59.51687 62.88058 69.19748
Trace(3) 34.35898 36.51937 41.32728
Trace(4) 17.41504 18.60439 21.65721
Trace(5) 6.59245 7.33012 8.71880
Lambda(1) 40.53592 43.44843 49.28561
Lambda(2) 27.44349 29.19002 32.55712
Lambda(3) 18.50251 19.96426 22.90728
Lambda(4) 11.83474 12.84729 14.84151
Lambda(5) 6.59245 7.33012 8.71880