变量

ADF值

临界水平

P-value

1%

5%

10%

ln y

−9.75279

−4.004425

−3.0989

−2.69044

0

D ( ln X 1 , 2 )

−3.966787

−4.200056

−3.17535

−2.72899

0.0144

ln X 2

−11.1707

−4.004425

−3.0989

−2.69044

0

ln X 3

−4.048888

−4.004425

−3.0989

−2.69044

0.0092

ln X 21

−11.56387

−4.00425

−3.0989

−2.69044

0

D ( ln X 22 , 1 )

−6.522789

−4.12199

−3.14492

−2.71375

0.0003

D ( ln X 31 , 1 )

−6.033989

−4.05791

−3.11991

−2.7011

0.0004

D ( ln X 32 , 2 )

−5.61398

−4.12199

−3.14492

−2.71375

0.001

D ( ln X 33 , 2 )

−10.30117

−4.12199

−3.14492

−2.71375

0.0007