以下是我对2007年5月到2009年10月之间全国房地产投资完成额做的ADF检验,请大家帮忙解析检验结果!
| ADF Test Statistic | -3.055323 | 1% Critical Value* | -3.7204 | |
5% Critical Value | -2.985 | |||
10% Critical Value | -2.6318 | |||
| *MacKinnon critical values for rejection of hypothesis of a unit root. | ||||
| Augmented Dickey-Fuller Test Equation | ||||
| Dependent Variable: D(X2) | ||||
| Method: Least Squares | ||||
| Date: 04/21/10 Time: 00:45 | ||||
| Sample(adjusted): 2007:10 2009:10 | ||||
| Included observations: 25 after adjusting endpoints | ||||
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| X2(-1) | -0.989689 | 0.323923 | -3.055323 | 0.0065 |
| D(X2(-1)) | 0.59817 | 0.268403 | 2.228625 | 0.0381 |
| D(X2(-2)) | 0.415661 | 0.258586 | 1.607433 | 0.1245 |
| D(X2(-3)) | 0.362881 | 0.235544 | 1.540606 | 0.1399 |
| D(X2(-4)) | 0.242866 | 0.227152 | 1.06918 | 0.2984 |
| C | 16313.48 | 5346.816 | 3.051065 | 0.0066 |
| R-squared | 0.357212 | Mean dependent var | 465.036 | |
| Adjusted R-squared | 0.188058 | S.D. dependent var | 7928.919 | |
| S.E. of regression | 7144.578 | Akaike info criterion | 20.79166 | |
| Sum squared resid | 9.70E+08 | Schwarz criterion | 21.08419 | |
| Log likelihood | -253.8957 | F-statistic | 2.11175 | |
| Durbin-Watson stat | 2.100832 | Prob(F-statistic) | 0.108405 | |



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