Group unit root test: Summary
Series: SHFW, ZBZZYZ, KXYJZ, JTYSZ, JRBXZ, FDCZ
Date: 01/10/14 Time: 15:02
Sample: 1997 2011
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0
and 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* 13.7222 1.0000 6 84
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat 13.5871 1.0000 6 84
ADF - Fisher Chi-square 0.03491 1.0000 6 84
PP - Fisher Chi-square 0.00022 1.0000 6 84
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
数据平稳吗,怎么分析啊,在线等


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