用了ADF检验,提示观测值不够。选择summary,none intercept的话,得到如下结果,存在不存在单位根如何判断?
Pool unit root test: Summary
Date: 07/23/08 Time: 10:11
Sample: 1 17
Series: 1
Exogenous variables: None
Automatic selection of maximum lags
Automatic selection of lags based on SIC: -1
Newey-West bandwidth selection using Bartlett kernel
Balanced observations for each test
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes individual unit root process)
PP - Fisher Chi-square 1.38629 0.5000 1 16
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic normality.


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