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Cum Model with Restricted Trend
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*** Cum. Freq = 1, p = 1,..,5
90% 95% 99%
1 Trace(1) 20.43245 23.08023 27.63250
2 Trace(1) 41.49434 44.92866 51.89914
3 Trace(1) 65.74320 69.95184 78.70578
4 Trace(1) 94.36689 99.28677 108.42255
5 Trace(1) 126.52411 131.73771 141.93433
1 Lambda(1) 20.43245 23.08023 27.63250
2 Lambda(1) 28.03554 30.86453 36.47451
3 Lambda(1) 34.57586 37.47294 43.85174
4 Lambda(1) 41.09089 44.21406 50.40330
5 Lambda(1) 47.41095 50.37343 56.91896
*** Cum. Freq = 2, p = 1,..,5
1 Trace(1) 29.19633 31.89588 37.87238
2 Trace(1) 57.18780 60.87763 68.61809
3 Trace(1) 88.95955 93.70941 102.59345
4 Trace(1) 124.78123 130.05316 139.59353
5 Trace(1) 163.12148 169.68147 182.30913
1 Lambda(1) 29.19633 31.89588 37.87238
2 Lambda(1) 37.07818 39.73454 46.22591
3 Lambda(1) 43.77269 46.82122 53.00597
4 Lambda(1) 50.73141 54.05902 60.38277
5 Lambda(1) 57.22605 60.45859 66.83450
*** Cum. Freq = 3, p = 1,..,5
1 Trace(1) 37.27785 40.30737 46.65948
2 Trace(1) 72.65218 76.91849 85.72872
3 Trace(1) 111.47907 116.58242 127.07531
4 Trace(1) 154.51925 160.54450 172.19697
5 Trace(1) 200.88907 208.13539 220.30161
1 Lambda(1) 37.27785 40.30737 46.65948
2 Lambda(1) 45.54345 48.95200 55.17934
3 Lambda(1) 53.03486 56.02053 62.93548
4 Lambda(1) 59.69536 63.29441 70.89967
5 Lambda(1) 66.58899 70.36265 77.43223
*** Cum. Freq = 4, p = 1,..,5
1 Trace(1) 45.02005 48.94723 55.35552
2 Trace(1) 87.86629 92.35988 101.14332
3 Trace(1) 133.90202 139.40187 148.96952
4 Trace(1) 183.67311 190.22861 203.20704
5 Trace(1) 237.51988 245.02646 258.04646
1 Lambda(1) 45.02005 48.94723 55.35552
2 Lambda(1) 54.04343 57.51350 64.72672
3 Lambda(1) 61.92044 65.60880 72.82046
4 Lambda(1) 69.16793 72.94270 81.22768
5 Lambda(1) 75.89205 79.78461 87.79589
*** Cum. Freq = 5, p = 1,..,5
1 Trace(1) 53.04683 56.74744 64.80193
2 Trace(1) 103.73358 108.80664 118.93678
3 Trace(1) 156.99963 162.94547 175.26471
4 Trace(1) 214.03431 221.30844 234.72964
5 Trace(1) 274.98649 283.02593 298.24676
1 Lambda(1) 53.04683 56.74744 64.80193
2 Lambda(1) 62.59409 66.41347 74.09290
3 Lambda(1) 70.77268 74.56132 82.11448
4 Lambda(1) 78.06112 82.00003 90.74937
5 Lambda(1) 85.38530 89.78823 97.01064
************************************************************
More detailed CV: Restricted Trend (cumulative) model
m=2
p=1
90% 95% 99%
Trace(1) 29.19633 31.89588 37.87238
Lambda(1) 29.19633 31.89588 37.87238
p=2
90% 95% 99%
Trace(1) 57.18780 60.87763 68.61809
Trace(2) 22.83595 24.74587 28.79721
Lambda(1) 37.07818 39.73454 46.22591
Lambda(2) 22.83595 24.74587 28.79721
p=3
90% 95% 99%
Trace(1) 88.95955 93.70941 102.59345
Trace(2) 48.08659 51.07760 56.68114
Trace(3) 20.07648 21.57902 24.53020
Lambda(1) 43.77269 46.82122 53.00597
Lambda(2) 29.75766 31.70451 35.95106
Lambda(3) 20.07648 21.57902 24.53020
p=4
90% 95% 99%
Trace(1) 124.78123 130.05316 139.59353
Trace(2) 77.23146 81.51541 88.14738
Trace(3) 43.39396 46.10975 51.02157
Trace(4) 18.52266 19.91291 22.62599
Lambda(1) 50.73141 54.05902 60.38277
Lambda(2) 36.15147 38.14952 42.03416
Lambda(3) 26.40133 28.20288 31.29125
Lambda(4) 18.52266 19.91291 22.62599
p=5
90% 95% 99%
Trace(1) 163.12148 169.68147 182.30913
Trace(2) 110.33624 114.67828 124.22174
Trace(3) 70.76481 73.71015 80.36075
Trace(4) 40.51385 42.39818 47.10037
Trace(5) 17.44201 18.51421 20.81727
Lambda(1) 57.22605 60.45859 66.83450
Lambda(2) 42.03381 44.16663 48.68021
Lambda(3) 32.16833 33.73774 37.49421
Lambda(4) 24.36317 25.74083 28.40024
Lambda(5) 17.44201 18.51421 20.81727
m=3
p=1
90% 95% 99%
Trace(1) 37.27785 40.30737 46.65948
Lambda(1) 37.27785 40.30737 46.65948
p=2
90% 95% 99%
Trace(1) 72.65218 76.91849 85.72872
Trace(2) 29.88723 32.03953 36.31065
Lambda(1) 45.54345 48.95200 55.17934
Lambda(2) 29.88723 32.03953 36.31065
p=3
90% 95% 99%
Trace(1) 111.47907 116.58242 127.07531
Trace(2) 62.38341 65.32884 72.00189
Trace(3) 26.84140 28.48143 31.83949
Lambda(1) 53.03486 56.02053 62.93548
Lambda(2) 37.28656 39.42846 44.46632
Lambda(3) 26.84140 28.48143 31.83949
p=4
90% 95% 99%
Trace(1) 154.51925 160.54450 172.19697
Trace(2) 98.35574 102.50803 110.92084
Trace(3) 56.90446 59.58147 64.45948
Trace(4) 24.85830 26.19283 29.09647
Lambda(1) 59.69536 63.29441 70.89967
Lambda(2) 44.17830 46.43718 50.61697
Lambda(3) 33.52484 35.52464 39.02052
Lambda(4) 24.85830 26.19283 29.09647
p=5
90% 95% 99%
Trace(1) 200.88907 208.13539 220.30161
Trace(2) 138.41987 144.00367 153.54872
Trace(3) 90.66426 94.56688 101.28461
Trace(4) 52.91121 55.47867 60.09856
Trace(5) 23.26368 24.69589 27.57384
Lambda(1) 66.58899 70.36265 77.43223
Lambda(2) 50.52794 52.79035 57.49474
Lambda(3) 39.83966 41.71870 45.40919
Lambda(4) 31.08030 32.60953 35.78331
Lambda(5) 23.26368 24.69589 27.57384