t抬头微笑x 发表于 2016-12-6 10:34
你命令里lags(0)就已经选定了滞后期数为0,但滞后期一般为1,所以你结果里面显示你设定的滞后期
你好,面板单位根最后出现的几个统计量,主要看哪个,因为我的统计量第一个和第四个显示p值是0 但是,第二个第三个显示p挺大的。
Fisher-type unit-root test for lnr1gdp
Based on augmented Dickey-Fuller tests
Ho: All panels contain unit roots Number of panels = 41
Ha: At least one panel is stationary Number of periods = 14
AR parameter: Panel-specific Asymptotics: T -> Infinity
Panel means: Included
Time trend: Included Cross-sectional means removed
Drift term: Not included ADF regressions: 3 lags
Statistic p-value
Inverse chi-squared(82) P 161.2706 0.0000
Inverse normal Z 1.1851 0.8820
Inverse logit t(194) L* -0.7265 0.2342
Modified inv. chi-squared Pm 6.1900 0.0000
P statistic requires number of panels to be finite.
Other statistics are suitable for finite or infinite number of panels.
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