本人现需要做一个组的单位根检验,组由3个时间序列组成,我在eviews点击单位根检验,出来如下,这个平稳性怎么看啊?
请各位高手指教:
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -7.44715 0.0000 3 5738
Breitung t-stat -8.02012 0.0000 3 5735
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -17.2862 0.0000 3 5738
ADF - Fisher Chi-square 267.235 0.0000 3 5738
PP - Fisher Chi-square 119.131 0.0000 3 5757
Null: No unit root (assumes common unit root process)
Hadri Z-stat -1.86684 0.9690 3 5760


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