Levinlin检验结果如下,不知道取值是哪个呢?请教高手,谢谢啊!着急
. levinlin lny, lag(2) trend
Levin-Lin-Chu test for lny Deterministics chosen: constant & trend
Pooled ADF test, N,T = (28,52) Obs = 1372
Augmented by 2 lags (average) Truncation: 11 lags
coefficient t-value t-star P > t
-0.17179 -12.522 -3.50391 0.0002