高手帮我看看,这个单位根检验是平稳的吗?从哪里看出来的?这么多是不是都要看啊?
Null Hypothesis: Q has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -13.87740 0.0001
Test critical values: 1% level -5.604618
5% level -3.694851
10% level -2.982813
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 5
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(Q)
Method: Least Squares
Date: 05/10/10 Time: 18:02
Sample (adjusted): 9/30/2004 10/28/2004
Included observations: 5 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
Q(-1) -0.909058 0.065506 -13.87740 0.0008
C 1030.472 74.87024 13.76343 0.0008
R-squared 0.984661 Mean dependent var -8.400000
Adjusted R-squared 0.979548 S.D. dependent var 18.68957
S.E. of regression 2.672789 Akaike info criterion 5.093296
Sum squared resid 21.43140 Schwarz criterion 4.937072
Log likelihood -10.73324 F-statistic 192.5822
Durbin-Watson stat 1.571836 Prob(F-statistic) 0.000810