序列变量 | 检验类型 | ADF统计量 | P值 | 结论(5%显著性水平) |
| nc | 1.993 | 0.9848 | 不拒绝–非平稳 |
c | −2.04 | 0.3082 | ||
ct | −1.7414 | 0.6717 | ||
| nc | 1.8172 | 0.979 | 不拒绝–非平稳 |
c | −1.4132 | 0.7975 | ||
ct | −1.4483 | 0.7841 | ||
| nc | 1.3508 | 0.9516 | 不拒绝–非平稳 |
c | −1.9489 | 0.3406 | ||
ct | −3.6199 | 0.057 | ||
| nc | −2.3832 | 0.0203 | 拒绝–平稳 |
| nc | −2.3832 | 0.0416 | 拒绝–平稳 |
| nc | −2.4492 | 0.01783 | 拒绝–平稳 |