变量 | 检验类型 | ADF统计量 | 1%临界值 | 5%临界值 | 10%临界值 | P值 |
lnX DlnX DDlnX lnY DlnY DDlnY | (C,T,0) (C,0,0) (0,0,0) (C,T,0) (C,0,0) (0,0,0) | 1.186758 −0.836767 −4.621299 −1.328076 −2.776368 −4.169628 | −4.616209 −3.920350 −2.728252 −4.616209 −3.920350 −2.740613 | −3.710482 −3.065585 −1.966270 −3.710482 −3.065585 −1.968430 | −3.297799 −2.673459 −1.605026 −3.297799 −2.673459 −1.604392 | 0.9998 0.7807 0.0002 0.8443 0.0837 0.0005 |