统计量 | Y0 | Y1 | Y7 | Y12 |
Panel v | 18.98 (0.00) | 0.93 (0.26) | 5.52 (0.00) | −7.04 (0.00) |
Panel-rho | 3.46 (0.00) | 3.67 (0.00) | 3.62 (0.00) | 2.93 (0.01) |
Panel PP | −1.42 (0.15) | −3.40 (0.00) | −2.51 (0.00) | −5.75 (0.00) |
Panel ADF | 1.11 (0.21) | −3.86 (0.00) | −1.96 (0.06) | −5.68 (0.00) |
Group-rho | 5.10 (0.00) | 5.72 (0.00) | −5.69 (0.00) | 4.77 (0.00) |
Group PP | −3.86 (0.00) | −5.61 (0.00) | −1.49 (0.13) | −9.44 (0.00) |
Group ADF | −2.87 (0.01) | −4.82 (0.00) | −2.86 (0.01) | −6.61 (0.00) |