哪位高人帮忙分析一下,以下的时间序列检验是否可以看成一阶单整的?(1)下面这个是CGPI没有差分时的单位根检验结果
Null Hypothesis: CGPI has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic based on SIC, MAXLAG=13)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.335444 0.0150
Test critical values: 1% level -3.474265
5% level -2.880722
10% level -2.577077
(2)下面这个是CGPI在一阶差分时的单位根检验结果
Null Hypothesis: D(CGPI) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=13)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.907062 0.0001
Test critical values: 1% level -3.474265
5% level -2.880722
10% level -2.577077
*MacKinnon (1996) one-sided p-values.
请问,CGPI是否可以看成是一阶单整的?我要进行协整分析,其它的变量都是一阶单整的。