各位大神 请问这个结果算是平稳还是非平稳呢?
ADF检验中 Type1、2、3中是不是只要有一个小于0.05(我选的α=0.05)都算是平稳?
Type2中0.01和Type3中的0.0349都小于0.05 但是Type1中都大于0.05 应该怎么看呢?
Augmented Dickey-Fuller Test
alternative: stationary
Type 1: no drift no trend
lag ADF p.value
[1,] 0 -0.765 0.396
[2,] 1 -0.746 0.402
[3,] 2 -0.527 0.480
Type 2: with drift no trend
lag ADF p.value
[1,] 0 -3.93 0.010
[2,] 1 -2.69 0.093
[3,] 2 -2.09 0.298
Type 3: with drift and trend
lag ADF p.value
[1,] 0 -3.81 0.0349
[2,] 1 -2.67 0.3064
[3,] 2 -2.05 0.5346
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Note: in fact, p.value = 0.01 means p.value <= 0.01