|
| 无漂移项无趋势项 | 有漂移项无趋势项 | 有漂移项有趋势项 | |||
| Lag | ADF | P.value | ADF | P.value | ADF | P.value |
| 0 | −8.78 | 0.01 | −8.76 | 0.01 | −8.73 | 0.01 |
| 1 | −6.31 | 0.01 | −6.29 | 0.01 | −6.28 | 0.01 |
| 2 | −6.25 | 0.01 | −6.24 | 0.01 | −6.23 | 0.01 |
| 3 | −5.87 | 0.01 | −5.86 | 0.01 | −5.86 | 0.01 |
| 4 | −5.87 | 0.01 | −5.88 | 0.01 | −5.87 | 0.01 |