变量 | 不同根情况下 |
| 相同根情况下 | 平稳性 | |||
LLC检验 | Breitung检验 |
| IPS检验 | ADF-fisher检验 | PP-fisher检验 | ||
FIR | 0.7744 (0.7807) | −0.7153 (0.2372) | 1.1626 (0.8775) | −1.2131 (0.8875) | 4.6310 (0.0000) | 非平稳 | |
dFIR | −8.6819 (0.0000) | −2.8385 (0.0023) | −6.7113 (0.0000) | 5.9883 (0.0000) | 4.2764 (0.0000) | 平稳 | |
FS | −1.4569 (0.0726) | 0.5444 (0.7069) | 0.6296 (0.7355) | −0.8830 (0.8114) | −0.9833 (0.8373) | 非平稳 | |
dFS | −3.9463 (0.0000) | −1.5898 (0.0559) | −5.0275 (0.0000) | 12.5291 (0.0000) | 17.5898 (0.0000) | 平稳 | |
LDR | −2.5246 (0.0058) | 0.9020 (0.8165) | 2.3061 (0.9894) | −1.5417 (0.9384) | 1.9120 (0.0279) | 非平稳 | |
dLDR | −1.8462 (0.0324) | −2.5445 (0.0055) | −4.6432 (0.0000) | 11.5037 (0.0000) | 33.1950 (0.0000) | 平稳 | |
RAGDP | −0.1787 (0.4291) | 0.2091 (0.5828) | −0.3747 (0.3539) | 1.4188 (0.0780) | −0.8722 (0.8085) | 非平稳 | |
dRAGDP | −3.7889 (0.0001) | −1.0324 (0.1509) | 0.8459 (0.8012) | 2.1690 (0.0150) | 3.7313 (0.0001) | 平稳 | |
GFAI | −2.1755 (0.0148) | 0.2791 (0.6099) | −1.2840 (0.0996) | 12.4165 (0.0533) | 11.4880 (0.0744) | 非平稳 | |
dGFAI | −3.6536 (0.0001) | −2.1162 (0.0172) | −1.8781 (0.0302) | 2.0540 (0.0200) | 27.5940 (0.0000) | 平稳 | |
WG | 2.7185 (0.9967) | −0.4571 (0.3238) | −0.3577 (0.3603) | −0.2653 (0.6046) | 24.1758 (0.0000) | 非平稳 | |
dWG | −4.2180 (0.0000) | −2.5830 (0.0049) | −5.4153 (0.0000) | 1.9596 (0.0250) | 60.6974 (0.0000) | 平稳 | |
EIV | 0.3039 (0.6194) | −0.2280 (0.4098) | 0.8841 (0.8117) | −1.3053 (0.9041) | −1.2413 (0.8927) | 非平稳 | |
dEIV | −2.8755 (0.0020) | −1.8216 (0.0343) | −2.0492 (0.0202) | 1.3360 (0.0908) | 53.5247 (0.0000) | 平稳 |