增广Dickey-Fuller单位根检验 | |||||||
类型 | 滞后 | Rho | Pr < Rho | Tau | Pr < Tau | F | Pr > F |
Zero Mean | 0 | −41.8117 | <0.0001 | −5.93 | <0.0001 |
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| 1 | −163.718 | 0.0001 | −6.37 | <0.0001 |
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| 2 | −17.4680 | 0.0018 | −1.69 | 0.0851 |
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Single Mean | 0 | −43.6785 | 0.0002 | −6.22 | 0.0002 | 19.46 | 0.0010 |
| 1 | −228.720 | 0.0001 | −7.29 | 0.0002 | 26.82 | 0.0010 |
| 2 | −36.0712 | 0.0002 | −2.35 | 0.1614 | 3.04 | 0.3206 |
Trend | 0 | −44.9348 | <0.0001 | −6.47 | 0.0001 | 21.27 | 0.0010 |
| 1 | −268.552 | 0.0001 | −7.97 | 0.0001 | 32.37 | 0.0010 |
| 2 | −57.3922 | <0.0001 | −2.86 | 0.1874 | 4.62 | 0.2875 |