Where did these critical values come from

#1

I’m reviewing chapter 9 05_cointegration_test

I’m curious how or where these critical value are derived from.

critical_values = {0: {.9: 13.4294, .95: 15.4943, .99: 19.9349},

               1: {.9: 2.7055, .95: 3.8415, .99: 6.6349}}
#2

Do you mean just the values or the cointegration process? Pages 619-623 of the epub go over the theory.

Maybe this question can clarify the particulars? python - Johansen Test Is Producing An Incorrect Eigenvector - Stack Overflow