请帮忙解释一下这个单位根检验结果，为什么书上说包含了太多的滞后项？

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这是从一本书上看到的，进行了ADF检验。最后红字部分说，The results indicate that too many lags have been included in the test regression.，我如何看得出来？是看F检验值吗？我想了好久也不明白？请高人指点一下。

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Test for Unit Root: Augmented DF Test

Null Hypothesis: there is a unit root

Type of Test: t test

Test Statistic: -2.6

P-value: 0.09427

Coefficients:

Value Std. Error t value Pr(>|t|)

lag1 -0.0280 0.0108 -2.6004 0.0099

lag2 -0.1188 0.0646 -1.8407 0.0669

lag3 -0.0584 0.0650 -0.8983 0.3700

lag4 -0.0327 0.0651 -0.5018 0.6163

lag5 -0.0019 0.0651 -0.0293 0.9766

lag6 0.0430 0.0645 0.6662 0.5060

constant -0.0075 0.0024 -3.0982 0.0022

Regression Diagnostics:

R-Squared 0.0462

Adjusted R-Squared 0.0215

Durbin-Watson Stat 2.0033

Residual standard error: 0.01386 on 235 degrees of freedom

F-statistic: 1.874 on 6 and 232 degrees of freedom, the

p-value is 0.08619

Time period: from Aug 1976 to Jun 1996

The results indicate that too many lags have been included in the test regression.

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关键词：单位根检验 滞后项 coefficients diagnostics coefficient included indicate Error 如何

顶起，能不能有人帮忙指导一下呢？