Pedroni检验

Kao检验

统计量

统计值

统计量

统计值

Modified variance ratio

−10.270^***

Modified Dickey-Fuller t

4.242^***

Modified Phillips-Perron t

8.701^***

Dickey-Fuller t

5.267^***

Phillips-Perron t

−26.801^***

Augmented Dickey-Fuller t

3.552^***

Augmented Dickey-Fuller t

−11.554^***

Unadjusted modified Dickey-Fuller t

2.479^***

Unadjusted Dickey-Fuller t

2.532^***