三、 平稳性检验
Null Hypothesis: X has a unit root Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=18)
t-Statistic -1.824983 -3.442845 -2.866943 -2.569709
Prob.* 0.3683
t-Statistic -1.824983
Prob. 0.0686
Std. Error 0.005688
Augmented Dickey-Fuller test statistic Test critical values:
1% level 5% level 10% level
*MacKinnon (1996) one-sided p-values.
Dependent Variable: D(X) Method: Least Squares Date: 04/18/11 Time: 15:23
Sample (adjusted): 1/04/2011 12/21/2012 Included observations: 514 after adjustments
Variable X(-1)
Coefficient -0.010380
Augmented Dickey-Fuller Test Equation