变量

检验类型(C,T,K)

ADF

临界值1%

临界值5%

临界值10%

结论

In(FAE)

(C,T,3)

−2.863926

−4.728363

−3.759743

−3.324976

非平稳

In(FIR)

(C,T,3)

−2.452305

−4.728363

−3.759743

−3.324976

非平稳

In(ISR)

(C,T,3)

−1.772804

−4.728363

−3.759743

−3.324976

非平稳

DIn(FAE)

(0,0,3)

−3.661488

−2.740613

−1.968430

−1.604392

平稳

DIn(FIR)

(C,T,3)

−4.923162

−5.124875

−3.933364

−3.420030

平稳

DIn(ISR)

(C,T,3)

−5.957385

−5.124875

−3.933364

−3.420030

平稳