Group unit root test: Summary
Null Hypothesis: Unit root (individual unit root process)
Date: 12/15/09 Time: 19:45
Sample: 1 1892
Series: RETURN
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0
Total (balanced) observations: 1891
Cross-sections included: 1
Method Statistic Prob.**
ADF - Fisher Chi-square 23.9731 0.0000
ADF - Choi Z-stat -4.36947 0.0000
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic
normality.
Intermediate ADF test results UNTITLED
我直接在EVIEW5里做的啊,为什么没有1%,5%,10% 的临界值呢?是不是软件的问题呢


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