X

Y

Z

W

检验形式(C,T,P)

(C,T,0)

(C,T,0)

(C,T,0)

(0,0,0)

ADF值

−0.704938

−1.98169

−2.6432

−6.38618

P值

0.9641

0.5607

0.2649

0

1%的临界值

−4.273277

−4.24364

−4.24364

−2.63473

5%的临界值

−3.557759

−3.54428

−3.54428

−1.951

10%的临界值

−3.212361

−3.2047

−3.2047

−1.61091