下面是 unit root test结果(部分),发现R-squared值很低
另外,能简单介绍下以下所罗列的统计检验的含义吗?谢谢
R-squared 0.295605 Mean dependent var 0.000305
Adjusted R-squared 0.270448 S.D. dependent var 0.069216
S.E. of regression 0.059120 Akaike info criterion -2.754139
Sum squared resid 0.097866 Schwarz criterion -2.660726
Log likelihood 43.31208 F-statistic 11.75041
Durbin-Watson stat 1.954474 Prob(F-statistic) 0.001901