变量 | t值 | 临界值 | p值 | 平稳性 | ||
1% | 5% | 10% | ||||
lnY | −2.15153 | −3.85739 | −3.04039 | −2.66055 | 0.2288 | 不平稳 |
ΔlnY | −6.17614*** | −4.61621 | −3.71048 | −3.29780 | 0.0006 | 平稳 |
lnGS | −2.57631 | −3.85739 | −3.85739 | −2.66055 | 0.1158 | 不平稳 |
ΔlnGS | −4.02938** | −4.66788 | −3.73320 | −3.31035 | 0.0302 | 平稳 |
NF | 0.18107 | −2.69977 | −1.96141 | −1.60661 | 0.7270 | 不平稳 |
ΔNF | −3.46662** | −3.88675 | −3.05217 | −2.66659 | 0.0228 | 平稳 |
HC | −4.35817** | −4.61621 | −3.71048 | −3.29780 | 0.0159 | 平稳 |
DEP | −1.42180 | −3.85739 | −3.04039 | −2.66055 | 0.5485 | 不平稳 |
ΔDEP | −2.72344*** | −2.70809 | −1.96281 | −1.60613 | 0.0097 | 平稳 |
CT | −1.79096 | −4.57156 | −3.69081 | −3.28691 | 0.6664 | 不平稳 |
ΔCT | −2.63889 | −4.61621 | −3.71048 | −3.29780 | 0.2697 | 不平稳 |
Δ2CT | −4.34426** | −4.72836 | −3.75974 | −3.32498 | 0.0190 | 平稳 |
EN | −1.94990* | −2.69977 | −1.96141 | −1.60661 | 0.0512 | 平稳 |
OPEN | −1.69060 | −4.57156 | −3.69081 | −3.28691 | 0.7131 | 不平稳 |
ΔOPEN | −4.56454** | −4.61621 | −3.71048 | −3.29780 | 0.0110 | 平稳 |