Variable | ADF test statistic | Prob. | 结论 |
Jan | (c,t,0)-2.2536 | 0.4549 | 非平稳 |
(c,0,0)-2.3689 | 0.1532 | ||
(0,0,0)-0.6656 | 0.4264 | ||
May | (c,t,0)-2.0265 | 0.5796 | 非平稳 |
(c,0,0)-2.2330 | 0.1961 | ||
(0,0,0)-0.7602 | 0.3846 | ||
Sept | (c,t,0)-1.7982 | 0.6984 | 非平稳 |
(c,0,0)-2.0338 | 0.2722 | ||
(0,0,0)-0.8200 | 0.3583 | ||
D(Jan) | (0,0,0)-10.3313 | 0.0000 | 平稳 |
D(May) | (0,0,0)-9.3458 | 0.0000 | 平稳 |
D(Sept) | (0,0,1)-7.1349 | 0.0000 | 平稳 |