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 |