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