检验方法

检验形式

Statistic

p值

Pedroni

Modified Phillips-Perron t

10.2642

0.0000

Phillips-Perron t

−21.6781

0.0000

Augmented Dickey-Fuller t

−19.7929

0.0000

Kao

Modified Dickey-Fuller t

−1.7681

0.0385

Dickey-Fuller t

−3.9699

0.0000

Augmented Dickey-Fuller t

−5.6615

0.0000

Westerlund

6.7393

0.0000