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DF-GLS for dlnhous Number of obs = 30
Maxlag = 9 chosen by Schwert criterion
DF-GLS tau 1% Critical 5% Critical 10% Critical
[lags] Test Statistic Value Value Value
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9 -0.715 -3.770 -2.714 -2.376
8 -0.714 -3.770 -2.757 -2.435
7 -0.567 -3.770 -2.821 -2.509
6 -0.480 -3.770 -2.900 -2.593
5 -0.492 -3.770 -2.988 -2.683
4 -0.329 -3.770 -3.080 -2.772
3 -0.025 -3.770 -3.170 -2.859
2 -6.405 -3.770 -3.254 -2.937
1 -5.334 -3.770 -3.325 -3.002
Opt Lag (Ng-Perron seq t) = 4 with RMSE .0893687
Min SC = -4.263104 at lag 4 with RMSE .0893687
Min MAIC = -4.44165 at lag 4 with RMSE .0893687
一阶和二阶滞后值均小于5%的值,是拒绝还是接受单位根假设?谢谢
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