我作毕业论文时遇到了这个问题,用eviews几个单位根检验得出的结果完全不同,那这算不算有单位根呢
Panel unit root test: Summary
Date: 08/27/08 Time: 12:24
Sample: 1995 2005
Exogenous variables: Individual effects, individual linear trends
User specified maximum lags
Automatic selection of lags based on SIC: 0 to 2
Newey-West bandwidth selection using Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -35.8379 0.0000 30 201
Breitung t-stat 5.59752 1.0000 30 171
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -11.2128 0.0000 30 201
ADF - Fisher Chi-square 145.893 0.0000 30 201
PP - Fisher Chi-square 268.372 0.0000 30 240
Null: No unit root (assumes common unit root process)
Hadri Z-stat 30.7403 0.0000 30 270
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic normality.
也就是除了Breitung和Hadri外,都拒绝有单位根,那这算不算有单位根啊
[此贴子已经被作者于2008-8-27 12:27:29编辑过]