用LLC检验截面数据城市化率urban,前面没有输入“trend”选项,后面有添加“trend”,结果不加trend的检验显示不存在单位根问题,加入“trend”后反而存在单位根问题。请问1:城市化率是否具有时间趋势,个人觉得是有的吧。。
请问2:这两个完全相反的结果哪个更可信?
谢谢!
xtunitroot llc urban,lags(aic 10)demean
Levin-Lin-Chu unit-root test for urban
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Ho: Panels contain unit roots Number of panels = 26
Ha: Panels are stationary Number of periods = 27
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included Cross-sectional means removed
ADF regressions: 7.19 lags average (chosen by AIC)
LR variance: Bartlett kernel, 9.00 lags average (chosen by LLC)
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Statistic p-value
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Unadjusted t -56.7638
Adjusted t* -58.6482 0.0000
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. xtunitroot llc urban,trend lags(aic 10)demean
Levin-Lin-Chu unit-root test for urban
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Ho: Panels contain unit roots Number of panels = 26
Ha: Panels are stationary Number of periods = 27
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Included Cross-sectional means removed
ADF regressions: 8.81 lags average (chosen by AIC)
LR variance: Bartlett kernel, 9.00 lags average (chosen by LLC)
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Statistic p-value
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Unadjusted t -8.3061
Adjusted t* 2.3838 0.9914
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