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# Augmented Dickey-Fuller Test Unit Root Test #
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Test regression none
Call:
lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
Residuals:
Min 1Q Median 3Q Max
-2.26637 -0.55108 0.02181 0.45887 2.54097
Coefficients:
Estimate Std. Error t value Pr(>|t|)
z.lag.1 -0.04365 0.02020 -2.161 0.0325 *
z.diff.lag 0.34960 0.07987 4.377 2.38e-05 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.8205 on 136 degrees of freedom
Multiple R-squared: 0.1381, Adjusted R-squared: 0.1254
F-statistic: 10.89 on 2 and 136 DF, p-value: 4.086e-05
Value of test-statistic is: -2.1605
Critical values for test statistics:
1pct 5pct 10pct
tau1 -2.58 -1.95 -1.62
求助:1. 残差的P值怎么看 ? 2. ADF统计值是不是 -2.1605 , 还有显不显著啊???


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