ZA Min t-stat
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Model (1=A, 2=C) = 1.0000
Option (1=with, 2=w/o) = 1.0000
Min. test statistic = -5.0654
Estimated break point = 56.0000
Selected lag = 5.0000
Estimated coeff. of dummy var. = -2214.5788
Its t-stat = -1.3251
Standard error .. = 3957.8306
Standardized dummy coeff = -0.5595
Coeff and t-stat
X(t) = [y(t-1), (lags..omitted), 1, t, B(t), D(t)]
-0.5741 -5.0654
3624.1139 3.0242
37.1319 1.2109
6729.7268 1.6204
-2214.5788 -1.3251
-----------------------------------------
Model (1=A, 2=C) = 1.0000
Option (1=with, 2=w/o) = 2.0000
Min. test statistic = -4.9512
Estimated break point = 57.0000
Selected lag = 5.0000
Estimated coeff. of dummy var. = -2560.5645
Its t-stat = -1.5585
Standard error .. = 3962.3503
Standardized dummy coeff = -0.6462
Coeff and t-stat
X(t) = [y(t-1), (lags..omitted), 1, t, D(t)]
-0.5552 -4.9512
3426.1923 2.8889
42.5774 1.4056
-2560.5645 -1.5585
-----------------------------------------
Model (1=A, 2=C) = 2.0000
Option (1=with, 2=w/o) = 1.0000
Min. test statistic = -5.3528
Estimated break point = 18.0000
Selected lag = 5.0000
Estimated coeff. of dummy var. = -698.4913
Its t-stat = -2.0282
Standard error .. = 3900.9494
Standardized dummy coeff = -0.1791
Coeff and t-stat
X(t) = [y(t-1), (lags..omitted), 1, t, B(t), D(t), DT(t)]
-0.6315 -5.3528
778.0648 0.3240
713.8099 2.0724
6826.9419 1.6671
-5275.7858 -2.2168
-698.4913 -2.0282
-----------------------------------------
Model (1=A, 2=C) = 2.0000
Option (1=with, 2=w/o) = 2.0000
Min. test statistic = -5.3811
Estimated break point = 19.0000
Selected lag = 5.0000
Estimated coeff. of dummy var. = -725.6069
Its t-stat = -2.3393
Standard error .. = 3878.4671
Standardized dummy coeff = -0.1871
Coeff and t-stat
X(t) = [y(t-1), (lags..omitted), 1, t, D(t), DT(t)]
-0.6305 -5.3811
647.0651 0.2835
740.9129 2.3880
-6203.4189 -2.6554
-725.6069 -2.3393
我想请问运行结果是这样的,怎么解释呢?
我输入的数据是1个省份19年的时间序列
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