变量 | LLC | IPS | Fisher-PP (Z检验) | Fisher-ADF (Z检验) | ||||
统计值 | P值 | 统计值 | P值 | 统计值 | P值 | 统计值 | P值 | |
CLUE | −5.1969 | 0.0000*** | −2.9561 | 0.0016*** | −5.6818 | 0.0000*** | −3.9156 | 0.0000*** |
lnGDP_P | −1.9757 | 0.0241** | 1.8694 | 0.9692 | 1.1639 | 0.8778 | 1.4707 | 0.9293 |
lnGDP_S | −0.8221 | 0.2055 | 2.0392 | 0.9793 | 2.2404 | 0.9875 | −1.3398 | 0.0902 |
lnGDP_T | −0.5151 | 0.3033 | 2.8343 | 0.9977 | 3.8176 | 0.9999 | 3.3625 | 0.9996 |
lnPI_F | −2.4327 | 0.0075*** | 1.3051 | 0.9041 | 2.1195 | 0.9830 | 2.7070 | 0.9966 |
∆CLUE | −16.1240 | 0.0000*** | −15.6385 | 0.0000*** | −19.9748 | 0.0000*** | −4.9342 | 0.0000*** |
∆lnGDP_P | −11.2895 | 0.0000*** | −5.9540 | 0.0000*** | −5.7792 | 0.0000*** | −4.3326 | 0.0000*** |
∆lnGDP_S | −4.1613 | 0.0000*** | −2.0871 | 0.0184** | −2.1720 | 0.0149** | −5.2443 | 0.0000*** |
∆lnGDP_T | −9.7520 | 0.0000*** | −6.7409 | 0.0000*** | −8.1409 | 0.0000*** | −4.1860 | 0.0000*** |
∆lnPI_F | −10.8841 | 0.0000*** | −7.6411 | 0.0000*** | −9.3933 | 0.0000*** | −5.0371 | 0.0000*** |