Pool unit root test: Summary | ||||
Date: 07/15/13 Time: 19:39 | ||||
Sample: 2006 2011 | ||||
Series: Y600078, Y600141, Y600143, Y600146, Y600160, Y600227, | ||||
Y600230, Y600389, Y600423, Y600426, Y600469, Y600470, | ||||
Y600480, Y600486, Y600527, Y600589, Y600596, Y600618, | ||||
Y600636, Y600725, Y600731, Y600746, Y600810, Y600889, | ||||
Y600985, Y000059, Y000407, Y000422, Y000510, Y000523, | ||||
Y000525, Y000553, Y000565, Y000589, Y000599, Y000615, | ||||
Y000619, Y000627, Y000635, Y000659, Y000687, Y000698, | ||||
Y000731, Y000755, Y000782, Y000819, Y000830, Y002018, | ||||
Y002054, Y002061 | ||||
Exogenous variables: Individual effects | ||||
Automatic selection of maximum lags | ||||
Automatic selection of lags based on SIC: 0 | ||||
Newey-West bandwidth selection using Bartlett kernel | ||||
Balanced observations for each test | ||||
Cross- | ||||
Method | Statistic | Prob.** | sections | Obs |
Null: Unit root (assumes common unit root process) | ||||
Levin, Lin & Chu t* | -9.14764 | 0.0000 | 50 | 250 |
Breitung t-stat | -1.39469 | 0.0816 | 50 | 200 |
Null: Unit root (assumes individual unit root process) | ||||
Im, Pesaran and Shin W-stat | -1.16947 | 0.1211 | 50 | 250 |
ADF - Fisher Chi-square | 120.375 | 0.0808 | 50 | 250 |
PP - Fisher Chi-square | 157.099 | 0.0002 | 50 | 250 |
Null: No unit root (assumes common unit root process) | ||||
Hadri Z-stat | 7.73405 | 0.0000 | 50 | 300 |
** Probabilities for Fisher tests are computed using an asympotic Chi | ||||
-square distribution. All other tests assume asymptotic normality. | ||||
就是这样~~不知道这么多种检验结果不一样的话~~应该看哪一种~~算不算数据平稳呀~
我问同学说~~一般只用ADF一种来检验是这样吗?
求大声指点下下~~


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