Hs300

Zz500

Zz1000

ADF统计量

−55.82471

53.64905

−51.89382

(p值)

<0.01

<0.01

<0.01

1% level

−2.565672

2.565672

−2.565672

5% level

−1.940921

1.940921

−1.940921

10% level

−1.616634

1.616634

−1.616634