Lag | 无漂移项无趋势项 | 有漂移项无趋势项 | 有漂移项有趋势项 | |||
ADF | P.value | ADF | P.value | ADF | P.value | |
0 | −0.306 | 0.556 | −1.90 | 0.3663 | −2.52 | 0.3574 |
1 | −0.437 | 0.518 | −2.71 | 0.0801 | −3.22 | 0.0874 |
2 | −0.558 | 0.479 | −2.83 | 0.0606 | −3.26 | 0.0800 |
3 | −0.509 | 0.497 | −2.46 | 0.1488 | −2.95 | 0.1811 |
4 | −0.537 | 0.487 | −2.34 | 0.1961 | −2.82 | 0.2327 |