我对数据GAS1进行单位根检验,得到如下结果:
请问大家,这样的结果可以得出序列GAS1是一阶单整还是二阶单整?或者得出其他结论?
谢谢大家!!!!
Null Hypothesis: GAS1 has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=3)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 0.387115 0.9748
Test critical values: 1% level -3.959148
5% level -3.081002
10% level -2.681330
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 15
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(GAS1)
Method: Least Squares
Sample (adjusted): 1991 2005
Included observations: 15 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
GAS1(-1) 0.034298 0.088599 0.387115 0.7049
C -0.217119 0.800459 -0.271244 0.7905
R-squared 0.011396 Mean dependent var 0.092448
Adjusted R-squared -0.064650 S.D. dependent var 0.132646
S.E. of regression 0.136866 Akaike info criterion -1.016059
Sum squared resid 0.243521 Schwarz criterion -0.921652
Log likelihood 9.620444 F-statistic 0.149858
Durbin-Watson stat 2.355807 Prob(F-statistic) 0.704934