变量 | ADF检验概率值 | 1%水平 | 5%水平 | 10%水平 | 检验形式(C, T, L) | 结论 |
| −3.908787 | −4.296729 | −3.568379 | −3.218382 | (C, T, 3) | 平稳** |
| −0.310849 | −4.284580 | −3.562882 | −3.215267 | (C, T, 2) | 不平稳 |
| −3.644806 | −4.284580 | −3.562882 | −3.215267 | (C, T, 1) | 平稳** |
| −2.206952 | −4.262735 | −3.552973 | −3.209642 | (C, T, 0) | 不平稳 |
| −3.965813 | −2.639210 | −1.951687 | −1.610579 | (0, 0, 0) | 平稳*** |
| −1.800495 | −3.653730 | −2.957110 | −2.617434 | (C, 0, 1) | 不平稳 |
| −4.443193 | −2.639210 | −1.951687 | −1.610579 | (0, 0, 0) | 平稳*** |