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