Null Hypothesis: RESID01 has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=12)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.309215 0.1752
Test critical values: 1% level -2.584539
5% level -1.943540
10% level -1.614941
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID01)
Method: Least Squares
Date: 01/12/12 Time: 09:58
Sample (adjusted): 2 120
Included observations: 119 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID01(-1) -0.028162 0.021510 -1.309215 0.1930
R-squared 0.014015 Mean dependent var 2.603808
Adjusted R-squared 0.014015 S.D. dependent var 149.1103
S.E. of regression 148.0617 Akaike info criterion 12.84150
Sum squared resid 2586829. Schwarz criterion 12.86486
Log likelihood -763.0695 Hannan-Quinn criter. 12.85099
Durbin-Watson stat 1.880317
ADF值比三个区间值都大,是否说明系列不平衡,要进行一阶差分检验。还有个问题,是否ADF的值比三个值中的任何一个小就可以说明系列是平衡的。后期该如何操作。我想做出如下的效果图,请高手说一下具体步骤是怎样做出来的,谢谢