Null Hypothesis: LOGGDP has a unit root | ||||
Exogenous: Constant | ||||
Lag Length: 0 (Automatic based on SIC, MAXLAG=10) | ||||
t-Statistic | Prob.* | |||
Augmented Dickey-Fuller test statistic | 2.653405 | 1.0000 | ||
Test critical values: | 1% level | -3.560019 | ||
5% level | -2.917650 | |||
10% level | -2.596689 | |||
*MacKinnon (1996) one-sided p-values. | ||||
Augmented Dickey-Fuller Test Equation | ||||
Dependent Variable: D(LOGGDP) | ||||
Method: Least Squares | ||||
Date: 07/26/11 Time: 23:18 | ||||
Sample (adjusted): 1998Q2 2011Q2 | ||||
Included observations: 53 after adjustments | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
LOGGDP(-1) | 0.009485 | 0.003575 | 2.653405 | 0.0106 |
C | -0.069309 | 0.038127 | -1.817836 | 0.0750 |
R-squared | 0.121304 | Mean dependent var | 0.031743 | |
Adjusted R-squared | 0.104075 | S.D. dependent var | 0.014000 | |
S.E. of regression | 0.013251 | Akaike info criterion | -5.772434 | |
Sum squared resid | 0.008955 | Schwarz criterion | -5.698083 | |
Log likelihood | 154.9695 | Hannan-Quinn criter. | -5.743842 | |
F-statistic | 7.040559 | Durbin-Watson stat | 2.176463 | |
Prob(F-statistic) | 0.010598 | |||
这是对时间序列做的一个平稳性分析 |