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

1

−163.718

0.0001

−6.37

<0.0001

2

−17.4680

0.0018

−1.69

0.0851

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