无截距无趋势 | 有截距无趋势 | 有截距有趋势 | ||||||
Lag | ADF | P.value | Lag | ADF | P.value | Lag | ADF | P.value |
0 | −23.1 | 0.01 | 0 | −23.1 | 0.01 | 0 | −23.1 | 0.01 |
1 | −16.2 | 0.01 | 1 | −16.2 | 0.01 | 1 | −16.3 | 0.01 |
2 | −15.1 | 0.01 | 2 | −15.1 | 0.01 | 2 | −15.1 | 0.01 |
3 | −13.4 | 0.01 | 3 | −13.4 | 0.01 | 3 | −13.4 | 0.01 |
4 | −12.8 | 0.01 | 4 | −12.8 | 0.01 | 4 | −12.8 | 0.01 |
5 | −11.6 | 0.01 | 5 | −11.6 | 0.01 | 5 | −11.7 | 0.01 |
6 | −10.7 | 0.01 | 6 | −10.7 | 0.01 | 6 | −10.7 | 0.01 |