An Empirical Study on Relationship between Residents’ Disposable Income and CPI Based on TVECM: Application of Bootstrap SupLM Testing for Threshold Cointegration

Table 5

Johansen cointegration test results.

Hypothesized no. of CE(s)	Eigenvalue	Max-eigen statistic	0.05 critical value	Prob.
None	0.236830	10.81097	14.26460	0.1639
At most 1	0.123429	5.269484	3.841466	0.0217