如下结果,请大家指教
Date: 02/20/09 Time: 20:23
Sample: 1978 2007
Exogenous variables: None
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 3
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* 14.1955 1.0000 29 819
Null: Unit root (assumes individual unit root process)
ADF - Fisher Chi-square 2.20611 1.0000 29 819
PP - Fisher Chi-square 0.71767 1.0000 29 841
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.


雷达卡




京公网安备 11010802022788号







