Null Hypothesis: Unit root (individual unit root process) | ||||
Date: 02/25/10 |
|
| ||
Sample: 1998M01 2009M12 |
|
| ||
Series: Y |
|
|
| |
Exogenous variables: Individual effects |
| |||
Automatic selection of maximum lags |
| |||
Automatic selection of lags based on SIC: 12 |
| |||
Total (balanced) observations: 131 |
| |||
Cross-sections included: 1 |
|
| ||
|
|
|
|
|
|
|
|
|
|
Method |
| Statistic | Prob.** | |
ADF - Fisher Chi-square | 1.65108 | 0.4380 | ||
ADF - Choi Z-stat | -0.15604 | 0.4380 | ||
|
|
|
|
|
|
|
|
|
|
** Probabilities for Fisher tests are computed using an asympotic Chi | ||||
-square distribution. All other tests assume asymptotic | ||||
normality. |
|
| ||
|
|
|
|
|
Intermediate ADF test results CPI |
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Series | Prob. | Lag | Max Lag | Obs |
Y | 0.4380 | 12 | 13 | 131 |
|
|
|
|
|
|
|
|
|
|
问题:为何没有所谓的类似下面的这个表格?
Augmented Dickey-Fuller test statistic -3.352668 0.1015
Test critical values: 1% level -4.886426
5% level -3.828975
10% level -3.362984



雷达卡


京公网安备 11010802022788号







