原序列

ADF检验值

5%的零界值

P值

一阶差分序列

ADF检验值

5%的零界值

P值

CPI

−2.7864

−3.4357

0.2044

D(CPI)

−6.667

−1.943

0.000

RPI

−2.646

−3.4357

0.2607

D(RPI)

−6.914

−1.943

0.000

IIFA

−2.3845

−3.4340

0.3864

D(IIFA)

−12.784

−1.943

0.000

FER

−3.3985

−3.4359

0.0549

D(FER)

−4.416

−1.943

0.000

AMPI

−2.5779

−2.8769

0.0994

D(AMPI)

−11.171

−1.943

0.000

PPRIM

−3.479

−2.877

0.009

TRSCG

−3.062

−2.877

0.0313