变量 | T值 | P值 | 临界值(1%) | 临界值(5%) | 临界值(10%) | 结论 |
CNY Hibor | −0.845322 | 0.8048 | −3.442578 | −2.866826 | −2.569646 | 不平稳 |
Shibor | −0.777677 | 0.8241 | −3.442530 | −2.866805 | 2.569635 | 不平稳 |
D(CNY Hibor) | −13.55243 | 0.0000 | −3.442578 | −2.866826 | −2.569646 | 平稳*** |
D(Shibor) | −15.23943 | 0.0000 | −3.442530 | −2.866805 | 2.569635 | 平稳*** |