序列
类型
ADF值
P值
结论
(c,t,1)
−2.3046
0.4498
不平稳
(c,t,2)
−2.4385
0.3941
(c,t,3)
−2.7628
0.2593
(c,0,1)
−1.0246
0.6758
不平稳
(c,0,2)
−1.0764
0.6567
(c,0,3)
−0.909
0.7187
(0,0,1)
2.2351
0.99
不平稳
(0,0,2)
2.1059
0.99
(0,0,3)
1.7579
0.9796
| 序列 | 类型 | ADF值 | P值 | 结论 |
|
| (c,t,1) | −2.3046 | 0.4498 | 不平稳 |
| (c,t,2) | −2.4385 | 0.3941 | ||
| (c,t,3) | −2.7628 | 0.2593 | ||
|
| (c,0,1) | −1.0246 | 0.6758 | 不平稳 |
| (c,0,2) | −1.0764 | 0.6567 | ||
| (c,0,3) | −0.909 | 0.7187 | ||
|
| (0,0,1) | 2.2351 | 0.99 | 不平稳 |
| (0,0,2) | 2.1059 | 0.99 | ||
| (0,0,3) | 1.7579 | 0.9796 |