变量

ADF检验

1%临界值

P值

检验形式(c, t, k)

平稳性

D (LoGX1)

−0.0014

−0.0014

0.0014

(c, t, 0)

平稳

D (LoGX2)

−4.476523

−0.008

0.008

(c, t, 0)

平稳

X3

−3.421889

−2.669359

0.0015

(0, 0, 1)

平稳

D (LoGX4, 2)

−4.394309

−4.981989

0.0028

(c, t, 0)

平稳

D (LoGX5)

−4.279985

−3.240070

0.0027

(c, 0, 0)

平稳

D (LoGX6)

−6.238139

−4.374307

0.0002

(c, t, 0)

平稳

D (LoGX7)

−4.054477

−3.724070

0.0046

(c, 0, 0)

平稳

D (LoGX8)

−4.990425

−4.374307

0.0026

(c, t, 0)

平稳

D (LoGX9)

−3.845785

−2.660720

0.0005

(c, 0, 0)

平稳

D (LoGY)

−3.251695

−3.724070

0.0026

(c,0, 0)

平稳