序列DREVE2平稳性检验结果

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

−8.54

0.010

0

−8.39

0.010

0

−8.2

0.010

1

−4.65

0.010

1

−4.64

0.010

1

−4.61

0.010

2

−3.14

0.010

2

−3.14

0.038

2

−3.05

0.166

3

−2.89

0.010

3

−2.86

0.068

3

−2.71

0.293

序列DREVE2平稳性检验结果

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

−5.31

0.010

0

−5.2

0.010

0

−5.36

0.010

1

−1.93

0.053

1

−1.77

0.412

1

−1.76

0.653

2

−1.61

0.098

2

−1.44

0.533

2

−1.4

0.797

3

−2.68

0.010

3

−2.51

0.145

3

−2.39

0.410