变量

检验类型

(C, T, K)

1% level

5% level

10% level

Prob.

Result

Y

(C, T, 0)

−4.262735

−3.552973

−3.209642

0.0034^***

平稳

$\Delta Y$

(0, 0, 0)

−2.639210

−1.951687

−1.610579

0.0010^***

平稳

X

(c, 0, 1)

−3.653730

−2.957110

−2.617434

0.3275

非平稳

$\Delta X$

(0, 0, 0)

−2.639210

−1.951687

−1.610579

0.0200^**

平稳

X₁

(C, T, 1)

−4.273277

−3.557759

−3.212361

0.5227

非平稳

$\Delta X_1$

(C, T, 1)

−4.284580

−3.562882

−3.215267

0.0916^*

平稳