水平值 |
| |||
| Rating | GDP | M2 | Exchangerate |
Levin, Lin and Chu’s t test H0:普通单位根 | −3.2241*** | −1.0039 | 2.2582 | −1.0839 |
ADF Fisher Chi-Sq test H0:个体单位根 | 0.1678 | −2.6995*** | 3.1800 | −3.558*** |
Im, Pesaran and Shin W-stat H0:个体单位根 | 97.2304 | 133.0970*** | 95.5908 | 111.090*** |
PP-Fisher Chi-square H0:个体单位根 | 76.4994 | 140.3540*** | 79.1236 | 140.3540*** |
一阶差分 |
| |||
| Rating | GDP | M2 | Exchangerate |
Levin, Lin and Chu’s t test H0:普通单位根 | −9.0549*** | −11.8070*** | −4.8768*** | −11.5690*** |
ADF Fisher Chi-Sq test H0:个体单位根 | −5.7732*** | −7.7738*** | −4.6001*** | −5.7530*** |
Im, Pesaran and Shin W-stat H0:个体单位根 | 182.1550*** | 234.6050*** | 172.5310*** | 204.6000*** |
PP-Fisher Chi-square H0:个体单位根 | 256.9640*** | 384.2390*** | 202.8080*** | 364.2360*** |