检验方法

统计量

Pedroni

Panelv

Panel rho

Panel PP

Panel ADF

Group rho

Group pp

Group ADF

−2.035554

1.618378

−12.58363^*

−8.218047^*

−3.685401

−15.54886^*

−7.55099^*

Kao

ADF

−9.417795^*