请教各位:我是用arima过程做adf单位根检验,最后结果如下:,怎么看该序列是平稳的还是非平稳的?没学过时间序列,望解答,谢谢。
Name of Variable = var
Mean of Working Series 2.7524
Standard Deviation 1.690617
Number of Observations 25
Autocorrelations
Lag Covariance Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 Std Error
0 2.858186 1.00000 | |********************| 0
1 2.307370 0.80728 | . |**************** | 0.200000
2 1.727789 0.60451 | . |************ | 0.303540
3 1.064447 0.37242 | . |******* . | 0.348383
4 0.608734 0.21298 | . |**** . | 0.363960
5 0.361779 0.12658 | . |*** . | 0.368911
6 0.201247 0.07041 | . |* . | 0.370644
"." marks two standard errors
Inverse Autocorrelations
Lag Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1
1 -0.44774 | *********| . |
2 -0.18945 | . ****| . |
3 0.14902 | . |*** . |
4 0.06832 | . |* . |
5 -0.09090 | . **| . |
6 0.02592 | . |* . |
Partial Autocorrelations
Lag Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1
1 0.80728 | . |**************** |
2 -0.13553 | . ***| . |
3 -0.21152 | . ****| . |
4 0.05429 | . |* . |
5 0.08483 | . |** . |
6 -0.04953 | . *| . |
Autocorrelation Check for White Noise
To Chi- Pr >
Lag Square DF ChiSq --------------------Autocorrelations--------------------
6 35.48 6 <.0001 0.807 0.605 0.372 0.213 0.127 0.070
Augmented Dickey-Fuller Unit Root Tests
Type Lags Rho Pr < Rho Tau Pr < Tau F Pr > F
Zero Mean 0 -2.6048 0.2579 -5.58 <.0001
1 -2.6882 0.2500 -2.63 0.0109
Single Mean 0 -4.0066 0.5117 -4.70 0.0010 19.24 0.0010
1 -5.0852 0.3896 -3.36 0.0231 6.34 0.0245
Trend 0 -3.9591 0.8717 -2.51 0.3224 10.55 0.0017
1 -7.0997 0.5965 -2.95 0.1655 6.04 0.0950