变量 | ADF统计量 | 1%临界值 | 5%临界值 | 10%临界值 | 伴随的P值 | 结论 |
LNC | −1.754601 | −4.374307 | −3.603202 | −3.238054 | 0.6959 | 不平稳 |
D(LNC) | −3.615992 | −4.394309 | −3.612199 | −3.243079 | 0.0496 | 平稳 |
LNI | −3.086521 | −4.498307 | −3.658446 | −3.268973 | 0.1358 | 不平稳 |
D(LNI) | −2.902911 | −3.737853 | −2.991878 | −2.635542 | 0.0598 | 平稳 |
LNE | −1.586675 | −4.374307 | −3.603202 | −3.238054 | 0.7693 | 不平稳 |
D(LNE) | −5.310953 | −4.394309 | −3.612199 | −3.243079 | 0.0013 | 平稳 |