Null Hypothesis: Unit root (individual unit root process)
Date: 10/22/14 Time: 17:22
Sample: 1992 2012
Series: SER02
Exogenous variables: Individual effects, individual linear trends
User specified maximum lags
Automatic selection of lags based on SIC: 0
Total (balanced) observations: 19
Cross-sections included: 1
Method Statistic Prob.**
ADF - Fisher Chi-square 2.12853 0.3450
ADF - Choi Z-stat -0.39891 0.3450
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic
normality.
Intermediate ADF test results D(LNGDP)
Series Prob. Lag Max Lag Obs
D(SER02) 0.3450 0 1 19
检测了无数次都是这样。。我知道能看p值能够判定,但是想看看临界条件下的