我做平稳性检验的时候,为什么AIC显示不平稳,SIC显示平稳,而且两者差距相当大呢?这是为什么?
初学者,真心求教大神?
Exogenous: Constant, Linear Trend
Lag Length: 12 (Automatic based on AIC, MAXLAG=12)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.149456 0.5114
Test critical values: 1% level -4.060874
5% level -3.459397
10% level -3.155786
Exogenous: Constant, Linear Trend
Lag Length: 3 (Automatic based on SIC, MAXLAG=12)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.050075 0.0004
Test critical values: 1% level -4.051450
5% level -3.454919
10% level -3.153171
那这个时间序列到底是否平稳呢?