求助：面板单位根和面板协整的判断

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有没有高手知道面板单位根的LLC检验，Hadri检验，IPS检验等检验的10%，5%，1%临界值？还有Pedroni Residual cointegration面板协整检验的10%，5%，1%临界值？下面给出我的结果，请各位高手帮我判断下：

1 面板单位根

Pool unit root test: Summary
Date: 06/06/07 Time: 19:48
Sample: 1 65
Series: FPRPJM, FPRBO, SPRPJM, SPRBO
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1
Newey-West bandwidth selection using Bartlett kernel
			Cross-
Method	Statistic	Prob.**	sections	Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t*	-1.53677	0.0622	4	254
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat	-1.35334	0.0880	4	254
ADF - Fisher Chi-square	12.0998	0.1468	4	254
PP - Fisher Chi-square	13.7316	0.0890	4	256
Null: No unit root (assumes common unit root process)
Hadri Z-stat	6.45228	0.0000	4	260
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic normality. 2 面板协整 Pedroni Residual Cointegration Test Series: FPR? SPR? Date: 06/06/07 Time: 19:55 Sample: 1 65 Included observations: 65 Cross-sections included: 2 Null Hypothesis: No cointegration Trend assumption: No deterministic trend Lag selection: Automatic SIC with a max lag of 10 Newey-West bandwidth selection with Bartlett kernel Alternative hypothesis: common AR coefs. (within-dimension) Weighted Statistic Prob. Statistic Prob. Panel v-Statistic 0.543767 0.3441 -0.117203 0.3962 Panel rho-Statistic -6.404348 0.0000 -4.219693 0.0001 Panel PP-Statistic -4.305310 0.0000 -3.099794 0.0033 Panel ADF-Statistic -4.358851 0.0000 -3.190732 0.0025 Alternative hypothesis: individual AR coefs. (between-dimension) Statistic Prob. Group rho-Statistic -5.506182 0.0000 Group PP-Statistic -4.372850 0.0000 Group ADF-Statistic -4.466114 0.0000 Cross section specific results Phillips-Peron results (non-parametric) Cross ID AR(1) Variance HAC Bandwidth Obs PJM 0.738 79.41683 72.59246 1.00 64 BO 0.241 159.9337 158.5502 1.00 64 Augmented Dickey-Fuller results (parametric) Cross ID AR(1) Variance Lag Max lag Obs PJM 0.738 79.41683 0 10 64 BO 0.241 159.9337 0 10 64

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关键词：面板单位根 面板协整 distribution observations Integration 面板 判断 单位

请问LZ是用什么软件做的呀？

LZ显然对panel unit root @panel cointegration所知甚少，建议认真学习基本概念再说，否则做出来这些有什么意义？

这就是用傻瓜软件的弊端：连原理都搞不懂也可以算出来结果.......

好象用的stata吧？

楼主，随便找一本稍微高级一点的计量教材，上面都说的很明白！