请教高手,PP检验结果中有两个test statistic, 一个是Z(t),一个是Z(rho),两个检验数据分别代表什么?怎么解释检验结果?
Phillips-Perron test for unit root Number of obs = 211
Newey-West lags = 4
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(rho) -3.818 -28.140 -21.144 -17.870
Z(t) -1.281 -4.003 -3.435 -3.135
谢谢!


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