请问STATA 单位根检验Fisher检验结果如何看！ - Stata专版

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天津吃饭 发表于 2018-4-5 23:33:15 |AI写论文

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xtunitroot fisher D.lnfdi,dfuller drift lags(1) demean

Fisher-type unit-root test for D.lnfdi
Based on augmented Dickey-Fuller tests
--------------------------------------
Ho: All panels contain unit roots          Number of panels  =    5
Ha: At least one panel is stationary       Number of periods =    9

AR parameter: Panel-specific             Asymptotics: T -> Infinity
Panel means:  Included
Time trend: Not included                Cross-sectional means removed
Drift term: Included                   ADF regressions: 1 lag
------------------------------------------------------------------------------
                              Statistic    p-value
------------------------------------------------------------------------------
Inverse chi-squared(10) P       32.0481    0.0004
Inverse normal          Z       -3.7439    0.0001
Inverse logit t(29)    L*    -3.9216    0.0002
Modified inv. chi-squared Pm       4.9301    0.0000
------------------------------------------------------------------------------
P statistic requires number of panels to be finite.
Other statistics are suitable for finite or infinite number of panels.
------------------------------------------------------------------------------
请问检验结果该如何看呀？P，Z ，L* ，Pm应该看哪个？并且，这个Fisher检验的时候，输入 xtunitroot fisher D.lnfdi,dfuller drift lags(1) demean中的drift和trend怎么理解？因为如果输入的是trend，，这个值都比较大，求助！万分感谢