测试临界值 | 比特币t | 黄金t | 比特币p | 黄金p |
ADF统计量 | −31.94658 | −25.09683 | 0 | 0 |
1% | −3.436913 | −3.43692 |
|
|
5% | −2.864326 | −2.864329 |
|
|
10% | −2.568306 | −2.568308 |
|
|