ADF检验结果如下图所示,不象Eviews那样一看就懂。
老师不让用Eviews,哪位高人帮忙解释下吧,到底该怎么看,特别是Rho和Tau,谢谢
Augmented Dickey-Fuller Unit Root Tests
Type Lags Rho Pr < Rho Tau Pr < Tau F Pr > F
Zero Mean 0 1.3241 0.9156 13.04 0.9999
1 1.9783 0.9608 1.36 0.9393
2 3.4593 0.9912 0.70 0.8399
Single Mean 0 2.1334 0.9913 12.52 0.9999 349.76 0.0010
1 1.7794 0.9857 2.73 0.9996 4.17 0.0977
2 1.3933 0.9770 3.16 0.9996 5.08 0.0548
Trend 0 1.5661 0.9949 2.15 0.9999 74.66 0.0010
1 1.4402 0.9929 1.65 0.9994 3.24 0.5671
2 0.9849 0.9876 2.16 0.9996 6.96 0.0606