| Dickey-Fuller test | Test Statistic | 1% Critical Value | 5% Critical Value | 10% Critical Value | p-value for Z(t) | 结论 |
| ca | −0.616351 | −2.660720 | −1.955020 | −1.609070 | 0.4402 | 不平稳 |
| gg | −1.520393 | −2.664853 | −1.955681 | −1.608793 | 0.1179 | 不平稳 |
| gp | 1.294830 | −2.660720 | −1.955020 | −1.609070 | 0.9461 | 不平稳 |
| ni | −0.405508 | −2.660720 | −1.955020 | −1.609070 | 0.5271 | 不平稳 |
| d(ca) d(gg) | −4.783218*** | −4.394309 | −3.612199 | −3.243079 | 0.0043 | 平稳 |
| −3.078002*** | −2.664853 | −1.955681 | −1.608793 | 0.0036 | 平稳 | |
| d(gp) d(ni) | −3.341705*** | −2.664853 | −1.955681 | −1.608793 | 0.0018 | 平稳 |
| −6.104455*** | −2.664853 | −1.955681 | −1.608793 | 0.0000 | 平稳 |