0.137
0.173
0.156
0.172
0.236
0.267
0.384
0.529
test for unit root in:level
include in test equation:intercept
lagged differences:1
结果如下:
ADF Test Statistic 3.294767 1% Critical Value* -5.2459
5% Critical Value -3.5507
10% Critical Value -2.9312
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SER02)
Method: Least Squares
Date: 04/09/08 Time: 21:22
Sample(adjusted): 2001 2006
Included observations: 6 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
SER02(-1) 1.139858 0.345960 3.294767 0.0459
D(SER02(-1)) -1.140645 0.653708 -1.744883 0.1793
C -0.157397 0.058794 -2.677105 0.0752
R-squared 0.853831 Mean dependent var 0.059333
Adjusted R-squared 0.756384 S.D. dependent var 0.061957
S.E. of regression 0.030580 Akaike info criterion -3.830063
Sum squared resid 0.002805 Schwarz criterion -3.934184
Log likelihood 14.49019 F-statistic 8.762061
Durbin-Watson stat 2.656348 Prob(F-statistic) 0.055884
数据
0.459000
0.419000
0.387000
0.399000
0.378000
0.407000
0.366000
0.358000
结果:
ADF Test Statistic -1.503478 1% Critical Value* -5.2459
5% Critical Value -3.5507
10% Critical Value -2.9312
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SER01)
Method: Least Squares
Date: 04/09/08 Time: 21:10
Sample(adjusted): 2001 2006
Included observations: 6 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
SER01(-1) -0.859376 0.571592 -1.503478 0.2298
D(SER01(-1)) -0.208434 0.380150 -0.548295 0.6217
C 0.324051 0.226819 1.428674 0.2484
R-squared 0.546419 Mean dependent var -0.010167
Adjusted R-squared 0.244032 S.D. dependent var 0.026739
S.E. of regression 0.023248 Akaike info criterion -4.378300
Sum squared resid 0.001621 Schwarz criterion -4.482421
Log likelihood 16.13490 F-statistic 1.807017
Durbin-Watson stat 1.619286 Prob(F-statistic) 0.305480
这样的结果是平稳的吗?我怎么看不懂呢?
[此贴子已经被作者于2008-4-9 21:24:52编辑过]