变量 | LLC | IPS | ADF-Fisher | PP | 平稳性 |
Log(CX) | 21.3829 |
| 8.987 | 7.828 | 不平稳 |
(1.0000) | (0.9999) | (1.0000) | |||
Log(ZY) | 7.610 |
| 3.097 | 8.268 | 不平稳 |
(1.0000) | (1.0000) | (1.0000) | |||
Log(YC) | 0.834 |
| 21.467 | 13.281 | 不平稳 |
(0.7977) | (0.8727) | (0.9964) | |||
Log(GZ) | −1.186 |
| 27.484 | 32.904 | 不平稳 |
(0.1179) | (0.5977) | (0.3267) | |||
Log(ZC) | 7.762 |
| 1.031 | 0.455 | 不平稳 |
(1.0000) |
| (1.0000) | (1.0000) | ||
Log(ΔCX) | −1.038 |
| 25.218 | 21.702 | 不平稳 |
(0.1496) | (0.7144) | (0.8647) | |||
Log(ΔZY) | −9.402*** | −2.729*** | 60.585*** | 80.578*** | 平稳 |
(0.0000) | (0.0032) | (0.0008) | (0.0000) | ||
Log(ΔYC) | −8.509*** | −2.462*** | 58.822*** | 84.012*** | 平稳 |
(0.0000) | (0.0076) | (0.0013) | (0.0000) | ||
Log(ΔGZ) | −9.383*** | −2.532*** | 58.393*** | 68.302*** | 平稳 |
(0.0000) | (0.0057) | (0.0014) | (0.0001) | ||
Log(ΔZC) | −15.146*** | −3.325*** | 62.249*** | 76.540*** | 平稳 |
(0.0000) | (0.0004) | (0.0005) | (0.0000) | ||
Log(Δ2CX) | −16.403*** | −37.856*** | 49.306** | 50.3594** | 平稳 |
(0.0000) | (0.0000) | (0.0146) | (0.0114) |