变量

差分阶数

t

P

AIC

临界值

1%

5%

10%

yield (t)

0

−2.534

0.107

66.499

−4.939

−3.478

−2.844

1

−1.176

0.684

60.32

−4.473

−3.29

−2.772

2

−3.063

0.029

63.819

−4.665

−3.367

−2.803