| 无截距无趋势 | 有截距无趋势 | 有截距有趋势 | ||||||
| Lag | ADF | p.value | Lag | ADF | p.value | Lag | ADF | p.value |
| 0 | −13.19 | 0.01 | 0 | −13.13 | 0.01 | 0 | −13.07 | 0.01 |
| 1 | −11.00 | 0.01 | 1 | −10.95 | 0.01 | 1 | −10.90 | 0.01 |
| 2 | −9.17 | 0.01 | 2 | −9.13 | 0.01 | 2 | −9.08 | 0.01 |
| 3 | −7.30 | 0.01 | 3 | −6.20 | 0.01 | 3 | −7.24 | 0.01 |