crystal8832 发表于 2015-12-7 22:34
d表示差分,y是原始序列的变量名
那结果出来
Dickey-Fuller test for unit root Number of obs = 63
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -2.377 -3.562 -2.920 -2.595
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.1484
怎么看判断啊?谢谢你!