不熟悉,哪位达人帮忙科普一下?怎么算是显著?
Null Hypothesis: D(RXY_SA) is stationary
Exogenous: Constant
Bandwidth: 2 (Newey-West using Bartlett kernel) LM-Stat.
Kwiatkowski-Phillips-Schmidt-Shin test statistic 0.071954
Asymptotic critical values*: 1% level 0.739000
5% level 0.463000
10% level 0.347000