ADF Test Statistic -3.385964 1% Critical Value* -4.3226
5% Critical Value -3.5796
10% Critical Value -3.2239
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(R)
Method: Least Squares
Date: 04/29/09 Time: 13:08
Sample(adjusted): 1980 2007
Included observations: 28 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
R(-1) -0.077945 0.023020 -3.385964 0.0024
D(R(-1)) 1.163002 0.123308 9.431656 0.0000
C -5.91E-05 7.33E-05 -0.806457 0.4279
@TREND(1978) 1.92E-05 6.35E-06 3.028084 0.0058
R-squared 0.940266 Mean dependent var 0.000472
Adjusted R-squared 0.932800 S.D. dependent var 0.000606
S.E. of regression 0.000157 Akaike info criterion -14.54789
Sum squared resid 5.92E-07 Schwarz criterion -14.35757
Log likelihood 207.6704 F-statistic 125.9278
Durbin-Watson stat 1.672355 Prob(F-statistic) 0.000000
这是关于高等教育人数占全国人数的比例做的平稳性检验,想问问结果是平稳的吗?还有就是ADF检验的显著性一般取多少?1%?5%?10%?