第一次接触面板数据分析,完全小白,下面是我的单位根分析结果:
Sample: 2002 2012
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 1
Newey-West automatic bandwidth selection and Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -5.39387 0.0000 37 358
Breitung t-stat 0.90279 0.8167 37 321
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat 0.10893 0.5434 37 358
ADF - Fisher Chi-square 89.1760 0.1103 37 358
PP - Fisher Chi-square 140.232 0.0000 37 370
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
求问是否存在单位根?还需要继续分析一阶差分吗?