Pool unit root test: Summary
Series: EE_BJ, EE_TJ, EE_HEB, EE_SX, EE_NMG, EE_LN, EE_JL,
EE_HLJ, EE_SH, EE_JS, EE_ZJ, EE_AH, EE_FJ, EE_JX, EE_SD,
EE_HN, EE_HB, EE_HUN, EE_GD, EE_GX, EE_HAN, EE_CQ, EE_SC,
EE_GZ, EE_YN, EE_SHX, EE_GS, EE_QH, EE_NX, EE_XJ
Date: 09/02/14 Time: 08:09
Sample: 1998 2012
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 2
and Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -4.57229 0.0000 30 397
Breitung t-stat 0.23531 0.5930 30 367
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.32648 0.0923 30 397
ADF - Fisher Chi-square 85.3420 0.0175 30 397
PP - Fisher Chi-square 94.1247 0.0032 30 420
这个结果说明是平稳还是不平稳啊