Augmented Dickey-Fuller Unit Root Tests
Type Lags Rho Pr < Rho Tau Pr < Tau F Pr > F
Zero Mean 0 -8.5231 0.0430 -2.09 0.0356
1 -6.1065 0.0888 -1.77 0.0736
Single Mean 0 -53.6081 0.0018 -5.26 <.0001 13.84 0.0010
1 -40.1790 0.0018 -4.46 0.0003 9.96 0.0010
Trend 0 -83.8477 0.0008 -6.70 <.0001 22.42 0.0010
1 -65.6820 0.0008 -5.76 <.0001 16.59 0.0010
这是我在sAS中用proc arima 做的,就是看不懂啊,特别是Rho 和Tau是啥意思,还有它究竟啊平稳啊,请牛人指教