Null Hypothesis: FJZS has a unit root |
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Exogenous: None |
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Lag Length: 0 (Automatic based on SIC, MAXLAG=9) | ||||
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| t-Statistic | Prob.* |
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Augmented Dickey-Fuller test statistic | -4.265838 | 0.0001 | ||
Test critical values: | 1% level |
| -2.625606 |
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| 5% level |
| -1.949609 |
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| 10% level |
| -1.611593 |
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Augmented Dickey-Fuller Test Equation
Dependent Variable: D(FJZS)
Method: Least Squares
Date: 04/22/10 Time: 10:23
Sample (adjusted): 2 40
Included observations: 39 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
FJZS(-1) -0.646684 0.151596 -4.265838 0.0001
R-squared 0.323809 Mean dependent var -0.000238
Adjusted R-squared 0.323809 S.D. dependent var 0.123177
S.E. of regression 0.101289 Akaike info criterion -1.716366
Sum squared resid 0.389862 Schwarz criterion -1.673711
Log likelihood 34.46914 Durbin-Watson stat 2.236138
请问这个结果是什么意思?检验序列的平稳性 哪些数据是有价值的


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