变量 | ADF值 | 临界水平 | P-value | ||
1% | 5% | 10% | |||
| −9.75279 | −4.004425 | −3.0989 | −2.69044 | 0 |
| −3.966787 | −4.200056 | −3.17535 | −2.72899 | 0.0144 |
| −11.1707 | −4.004425 | −3.0989 | −2.69044 | 0 |
| −4.048888 | −4.004425 | −3.0989 | −2.69044 | 0.0092 |
| −11.56387 | −4.00425 | −3.0989 | −2.69044 | 0 |
| −6.522789 | −4.12199 | −3.14492 | −2.71375 | 0.0003 |
| −6.033989 | −4.05791 | −3.11991 | −2.7011 | 0.0004 |
| −5.61398 | −4.12199 | −3.14492 | −2.71375 | 0.001 |
| −10.30117 | −4.12199 | −3.14492 | −2.71375 | 0.0007 |