|
| 无漂移项自回归结构 | 有漂移项自回归结构 | 带趋势回归结构 | ||||||
|
| lag | ADF | p值 | lag | ADF | p值 | lag | ADF | p值 |
| 1 | 0 | −13.61 | 0.01 | 0 | −13.51 | 0.01 | 0 | −13.42 | 0.01 |
| 2 | 1 | −9.90 | 0.01 | 1 | −9.82 | 0.01 | 1 | −9.73 | 0.01 |
| 3 | 2 | −8.28 | 0.01 | 2 | −8.22 | 0.01 | 2 | −8.14 | 0.01 |
| 4 | 3 | −7.16 | 0.01 | 3 | −7.11 | 0.01 | 3 | −7.05 | 0.01 |