我做出的ADF检验没有1%,5%,10%水平的检验结果是怎么回事?
Null Hypothesis: Unit root (individual unit root process)
Series: ____, ____01, ____02, ____03, ____04, ____05, ____06,
____07, ____08, ____09, ____10, ____11, ____12, ____13, ____14,
____15, ___A
Date: 07/23/12 Time: 15:49
Sample: 1 729
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic lag length selection based on AIC: 0 to 16
Total number of observations: 12305
Cross-sections included: 17
Method Statistic Prob.**
ADF - Fisher Chi-square 2108.48 0.0000
ADF - Choi Z-stat -43.2662 0.0000
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
Intermediate ADF test results UNTITLED
Series Prob. Lag Max Lag Obs
____ 0.0000 4 19 724
____01 0.0000 0 19 728
____02 0.0000 0 19 728
____03 0.0000 10 19 718
____04 0.0000 16 19 712
____05 0.0000 0 19 728
____06 0.0000 0 19 728
____07 0.0000 0 19 728
____08 0.0000 0 19 728
____09 0.0000 0 19 728
____10 0.0000 0 19 728
____11 0.0000 7 19 721
____12 0.0000 4 19 724
____13 0.0000 13 19 715
____14 0.0000 15 19 713
____15 0.0000 2 19 726
___A 0.0000 0 19 728