Pool unit root test: Summary | |||||||
Date: 06/01/08 Time: 14:27 | |||||||
Sample: 2005Q1 2007Q4 | |||||||
Series: RGDPSH, RGDPNJ, RGDPWX, RGDPCZ, RGDPSZ, RGDPNT, | |||||||
RGDPYZ, RGDPZJ, RGDPTZ, RGDPHZ, RGDPNB, RGDPJX, | |||||||
RGDPHUZ, RGDPSX, RGDPZS, RGDPTAZ | |||||||
Exogenous variables: Individual effects | |||||||
Automatic selection of maximum lags | |||||||
Automatic selection of lags based on SIC: 0 to 1 | |||||||
Newey-West bandwidth selection using Bartlett kernel | |||||||
Cross- | |||||||
Method | Statistic | Prob.** | sections | Obs | |||
Null: Unit root (assumes common unit root process) | |||||||
Levin, Lin & Chu t* | -30.7515 | 0.0000 | 16 | 175 | |||
Null: Unit root (assumes individual unit root process) | |||||||
Im, Pesaran and Shin W-stat | -23.1842 | 0.0000 | 16 | 175 | |||
ADF - Fisher Chi-square | 274.715 | 0.0000 | 16 | 175 | |||
PP - Fisher Chi-square | 333.018 | 0.0000 | 16 | 176 | |||
Null: No unit root (assumes common unit root process) | |||||||
Hadri Z-stat | 0.14122 | 0.4438 | 16 | 192 | |||
** Probabilities for Fisher tests are computed using an asympotic Chi | |||||||
-square distribution. All other tests assume asymptotic normality. |
请问是不是5种检验存在?