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

−6.206

0.010

0

−6.150

0.010

0

−6.114

0.010

1

−4.656

0.010

1

−4.610

0.010

1

−4.639

0.010

2

−5.199

0.010

2

−5.130

0.010

2

−5.226

0.010

原假设：序列非平稳 备择假设：序列平稳