| Null Hypothesis: LOGY has a unit root |
| |||
| Exogenous: Constant |
|
| ||
| Lag Length: 0 (Automatic - based on SIC, maxlag=1) | ||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| t-Statistic | Prob.* |
|
|
|
|
|
|
|
|
|
|
|
|
Augmented Dickey-Fuller test statistic | -1.631039 | 0.4325 | ||
| Test critical values: | 1% level |
| -4.297073 |
|
|
| 5% level |
| -3.212696 |
|
|
| 10% level |
| -2.747676 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| *MacKinnon (1996) one-sided p-values. |
| |||
| Warning: Probabilities and critical values calculated for 20 observations | ||||
| and may not be accurate for a sample size of 10 | ||||
|
|
|
|
|
|
|
|
|
|
|
|
| Augmented Dickey-Fuller Test Equation |
| |||
| Dependent Variable: D(LOGY) |
|
| ||
| Method: Least Squares |
|
| ||
| Date: 12/21/16 Time: 21:27 |
|
| ||
| Sample (adjusted): 2005 2014 |
|
| ||
| Included observations: 10 after adjustments |
| |||
|
|
|
|
|
|
|
|
|
|
|
|
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
|
|
|
|
|
|
|
|
|
|
|
|
| LOGY(-1) | -0.056498 | 0.034639 | -1.631039 | 0.1415 |
| C | 1.175016 | 0.627536 | 1.872428 | 0.0980 |
|
|
|
|
|
|
|
|
|
|
|
|
| R-squared | 0.249551 | Mean dependent var | 0.151835 | |
| Adjusted R-squared | 0.155745 | S.D. dependent var | 0.056870 | |
| S.E. of regression | 0.052254 | Akaike info criterion | -2.888537 | |
| Sum squared resid | 0.021844 | Schwarz criterion | -2.828020 | |
| Log likelihood | 16.44268 | Hannan-Quinn criter. | -2.954924 | |
| F-statistic | 2.660289 | Durbin-Watson stat | 2.201271 | |
| Prob(F-statistic) | 0.141528 |
|
|
|
我看不懂怎么检验,这个是水平下的检验,还有我想进行协整检验居然进行不了??求大神助攻。


雷达卡


京公网安备 11010802022788号







