Dynamic Decomposition Analysis and Forecasting of Energy Consumption in Shanxi Province Based on VAR and GM (1, 1) Models

Table 4

Statistical results of the trace tests.

Null hypothesis	Eigenvalue	Trace statistic	5% critical values	P value
None	0.979054	141.3837	69.81889	0.0001
At most 1	0.587154	44.73895	47.85613	0.0953
At most 2	0.366389	22.62196	29.79707	0.2652