面板数据LLC检验结果如下,这个数据是否是平稳的呢?LLC检验中P值必须严格小于0.05才能说明是平稳数据吗?
Method Statistic Prob.** Cross- sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -0.94714 0.1718 42 774
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -0.76539 0.2220 42 774
ADF - Fisher Chi-square 113.550 0.0176 42 774
PP - Fisher Chi-square 121.442 0.0047 42 798