请问大侠,我用eviews 5.0作ADF检验,咋只是出现如下的结果,而不会出现对比的临界值?,不知这个含义咋理解?好象5.0 的自带的说明中应该会出现对比的临界值啊。
Null Hypothesis: Unit root (individual unit root process)
Date: 05/23/06 Time: 11:11
Sample: 1952 1978
Series: LPGDP, LP1CY, LP2CY, LP3CY, LFIR, LPFI
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 2
Total number of observations: 151
Cross-sections included: 6
Method Statistic Prob.**
ADF - Fisher Chi-square 13.2370 0.3521
ADF - Choi Z-stat -0.45475 0.3246
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic
normality.
Intermediate ADF test results GROUP01
Series Prob. Lag Max Lag Obs
LPGDP 0.7430 0 5 26
LP1CY 0.7714 0 5 26
LP2CY 0.6482 2 5 24
LP3CY 0.3666 0 5 26
LFIR 0.0663 1 5 25
LPFI 0.1480 2 5 24