ADF检验是不显著接受原假设,即有单位根,而PP检验却是显著的,拒绝原假设,认为是平稳的,该怎么解释(新人,初学stata,求大神帮忙)(两个检验的解释 都是一样的The null hypothesis is that the variable contains a unit root, and the alternative is that the variable was generated by a stationary process)
. dfuller fylltemp,lag(3)
Augmented Dickey-Fuller test for unit root Number of obs = 47
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -2.620 -3.600 -2.938 -2.604
MacKinnon approximate p-value for Z(t) = 0.0890
. pperron fylltemp,lag(3)
Phillips-Perron test for unit root Number of obs = 50
Newey-West lags = 3
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -29.871 -18.900 -13.300 -10.700
Z(t) -4.440 -3.580 -2.930 -2.600
MacKinnon approximate p-value for Z(t) = 0.0003