检验方法 | 检验统计量值 | 5%水平临界值 | 结论 | ||
线性单位根检验方法 | ADF | −7.885 | −2.876 | 线性平稳 | |
DF-GLS | −4.723 | −1.943 | |||
PP | −7.663 | −2.876 | |||
KPSS | 0.088 | 0.463 | |||
Ng-Perron | MZα | −36.315 | -8.100 | ||
MZt | −4.237 | -1.980 | |||
非线性单位根检验方法 | KSS | −5.91 | −2.93 | 非线性平稳 | |
Modified Wald | 37.738 | 10.17 | |||
| −7.90 | −2.47 | |||
| 28.130 | 4.92 | |||
| 14.639 | 2.86 |