|
|
| t-Statistic | Prob.* |
工商银行 | ADF test statistic |
| −26.5781 | 0.0000 |
| Test critical values: | 1% level | −3.4383 |
|
|
| 5% level | −2.8649 |
|
|
| 10% level | −2.5686 |
|
建设银行 | ADF test statistic |
| −26.7279 | 0.0000 |
| Test critical values: | 1% level | −3.4382 |
|
|
| 5% level | −2.8649 |
|
|
| 10% level | −2.5786 |
|
中国银行 | ADF test statistic |
| −15.5183 | 0.0000 |
| Test critical values: | 1% level | −3.4379 |
|
|
| 5% level | −2.8651 |
|
|
| 10% level | −2.5678 |
|