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 |
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TRSCG | −3.062 | −2.877 | 0.0313 |
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