变量名称 | 1%临界值 | 5%临界值 | 10%临界值 | ADF统计量 | P值 | 结论 |
LNY | −3.528515 | −2.904198 | −2.589562 | 0.9999 | 2.137627 | 不平稳 |
D (LNY) | −4.096614 | −3.476275 | −3.16561 | 0.5645 | −2.04869 | 不平稳 |
D (LNY, 2) | −2.598907 | −1.945596 | −1.613719 | 0 | −13.35585 | 平稳 |
LNX1 | −4.100935 | −3.478305 | −3.166788 | 0.0232 | −3.788622 | 平稳 |
LNX2 | −2.598907 | −1.945596 | −1.613719 | 1.931822 | 1.931822 | 不平稳 |
D (LNX2) | −4.096614 | −3.476275 | −3.16561 | 0.0836 | −3.249637 | 不平稳 |
D (LNX2, 2) | −2.599413 | −1.945669 | −1.613677 | 0 | −8.330873 | 平稳 |
LNX3 | −4.096614 | −3.476275 | −3.16561 | 0.0934 | −3.197684 | 不平稳 |
D (LNX3) | −2.599413 | −1.945669 | −1.613677 | 0.012 | −2.531812 | 平稳 |