我是Eviews初学者,以前没有使用过它!现在单位根检验的输出结果我看不懂,能否有人帮我分析下结果是否存在单位根.告诉我如何看结果!
我的操作过程如下:
1、在pooled series中输入:croa?
2、Test type选择summary
3、Test for unit root in选择 level
4、Include In test equation 选择Individual Intercept and tend
5、然后点击“OK”输出结果如下:
Pool unit root test: Summary
Series: CROA_000012, CROA_000019, CROA_000039, CROA_000045,
CROA_000413, CROA_000488, CROA_000528, CROA_000530,
CROA_000570, CROA_000581, CROA_000596, CROA_000625,
CROA_000708, CROA_000731, CROA_000761, CROA_000810,
CROA_000813, CROA_000932, CROA_000970, CROA_002014,
CROA_200054, CROA_200706, CROA_200771, CROA_600061,
CROA_600111, CROA_600176, CROA_600319, CROA_600320,
CROA_600549, CROA_600597, CROA_600602, CROA_600612,
CROA_600618, CROA_600619, CROA_600623, CROA_600679,
CROA_600789, CROA_600819, CROA_600841, CROA_600843,
CROA_600991
Date: 05/06/10 Time: 08:03
Sample: 2006 2009
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0
Newey-West bandwidth selection using Bartlett kernel
Balanced observations for each test
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -30.5123 0.0000 1 2
** Probabilities are computed assuming asympotic normality
请问结果是否存在单位根?如何看结果的?