类型

延迟阶数

模型结构

统计量τ值

P值

类型一

0

$x_t={ϵ}_t$

−19.274

<0.0001

1

$x_t={\varnothing }_1{x}_{t-1}+{ϵ}_t$

−15.388

<0.0001

2

$x_t={\varnothing }_1{x}_{t-1}+{\varnothing }_2{x}_{t-2}+{ϵ}_t$

−10.581

<0.0001

类型二

0

$x_t={\varnothing }_0+{ϵ}_t$

−19.205

<0.0001

1

$x_t={\varnothing }_0+{\varnothing }_1{x}_{t-1}+{ϵ}_t$

−15.332

<0.0001

2

$x_t={\varnothing }_0+{\varnothing }_1{x}_{t-1}+{\varnothing }_2{x}_{t-2}+{ϵ}_t$

−10.544

<0.0001

类型三

0

$x_t=\propto +\beta t+{ϵ}_t$

−19.146

<0.0001

1

$x_t=\propto +\beta t+{\varnothing }_1{x}_{t-1}+{ϵ}_t$

−15.303

<0.0001

2

$x_t=\propto +\beta t+{\varnothing }_1{x}_{t-1}+{\varnothing }_2{x}_{t-2}+{ϵ}_t$

−10.540

<0.0001