Pesaran's CADF test for u1
Cross-sectional average in first period extracted and extreme t-values truncated
Deterministics chosen: constant & trend
t-bar test, N,T = (14,11) Obs = 126
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 Z[t-bar] P-value
-2.331 -2.680 -2.820 -3.070 -0.238 0.406
. ipshin u1,lag(1)
Im-Pesaran-Shin test for cross-sectionally demeaned u1
Deterministics chosen: constant
t-bar test, N,T = (14,11) Obs = 126
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-2.440 -1.830 -1.920 -2.100 -3.485 0.000
. levinlin u1,lag(1)
Levin-Lin-Chu test for u1 Deterministics chosen: constant
Pooled ADF test, N,T = (14,11) Obs = 126
Augmented by 1 lags (average) Truncation: 6 lags
coefficient t-value t-star P > t
-0.57296 -8.358 -5.68827 0.0000
这里有三个检验,两个通过,一个拒绝,怎么下结论?残差平稳,不存在伪回归?
请老师和高手解答,谢谢