python单位根检验平稳性怎么看是否平稳_ADF单位根检验怎样判断是否为平稳的

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]