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

−2.08

0.0396

0

−2.10

0.2950

0

−2.23

0.469

1

−2.42

0.0188

1

−2.64

0.0995

1

−2.65

0.314

2

−2.57

0.0129

2

−3.04

0.0454

2

−2.99

0.190

3

−3.12

0.0100

3

−5.83

0.0100

3

−5.76

0.010