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

−7.49

0.0100

0

−7.78

0.0100

0

−7.92

0.0100

1

−6.51

0.0100

1

−7.22

0.0100

1

−7.71

0.0100

2

−2.93

0.0100

2

−3.46

0.0178

2

−3.84

0.0275

3

−2.55

0.0132

3

−3.28

0.0251

3

−4.28

0.0100

备择假设：原序列平稳