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*****************************************************************
** Q1. test unitroot using Dickey-Fuller test
*****************************************************************
Dickey-Fuller Unit Root Test, Series LSP
Regression Run From 1999:02 to 1999:2480
Observations 2480
With intercept with 0 lags on the differences
T-test statistic      -0.45070
Critical values: 1%= -3.436 5%= -2.863 10%= -2.568

Dickey-Fuller Unit Root Test, Series RSP
Regression Run From 1999:03 to 1999:2480
Observations 2479
With intercept with 0 lags on the differences
T-test statistic     -49.42761
Critical values: 1%= -3.436 5%= -2.863 10%= -2.568

Dickey-Fuller Unit Root Test, Series LSP
Regression Run From 1999:07 to 1999:2480
Observations 2475
With intercept with 5 lags on the differences
T-test statistic      -0.40846
Critical values: 1%= -3.436 5%= -2.863 10%= -2.568

Dickey-Fuller Unit Root Test, Series RSP
Regression Run From 1999:08 to 1999:2480
Observations 2474
With intercept with 5 lags on the differences
T-test statistic     -22.21180
Critical values: 1%= -3.436 5%= -2.863 10%= -2.568

Dickey-Fuller Unit Root Test, Series LSP
Regression Run From 1999:07 to 1999:2480
Observations 2475
With intercept and trend with 5 lags on the differences
T-test statistic      -2.09028
Critical values: 1%= -3.967 5%= -3.414 10%= -3.129

Dickey-Fuller Unit Root Test, Series RSP
Regression Run From 1999:08 to 1999:2480
Observations 2474
With intercept and trend with 5 lags on the differences
T-test statistic     -22.20731
Critical values: 1%= -3.967 5%= -3.414 10%= -3.129

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关键词：Rats 有没有人 有没有 observations differences Series values