T—statistic

1%水平

5%水平

10%水平

I1

−3.703

−4.110

−3.483

−3.169

I2

−7.412

−4.095

−3.475

−3.165

I3

−7.452

−3.527

−2.903

−2/589

I4

−6.688

−3.527

−2.904

−2.589

π

−5.809

−3.601

−2.935

−2.606

Gap_gdp

−3.376

−2.598

−1.945

−1.614

Gap_m2

−4.175

−2.600

−1.946

−1.614

Gap_q

−4.141

−2.598

−1.945

−1.614