ADF Test Statistic 1.208497 1% Critical Value* -3.7204
5% Critical Value -2.9850
10% Critical Value -2.6318
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(GDP)
Method: Least Squares
Date: 10/11/10 Time: 21:21
Sample(adjusted): 1980 2004
Included observations: 25 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
GDP(-1) 0.050479 0.041770 1.208497 0.2397
D(GDP(-1)) 1.117219 0.375262 2.977172 0.0070
C -1099.548 1497.956 -0.734032 0.4707
R-squared 0.653711 Mean dependent var 6232.176
Adjusted R-squared 0.622230 S.D. dependent var 7879.293
S.E. of regression 4842.849 Akaike info criterion 19.92056
Sum squared resid 5.16E+08 Schwarz criterion 20.06683
Log likelihood -246.0070 F-statistic 20.76537
Durbin-Watson stat 0.897609 Prob(F-statistic) 0.000009
本人初学,所以麻烦标红字部分详细讲一下。