不含漂移项和趋势项 | 只含漂移项 | 含漂移项和趋势项 | ||||||
lag | ADF | p.value | lag | ADF | p.value | lag | ADF | p.value |
0 | −3.70 | 0.0100 | 0 | −3.71 | 0.0100 | 0 | −4.46 | 0.0100 |
1 | −3.03 | 0.0100 | 1 | −3.00 | 0.0461 | 1 | −3.50 | 0.0547 |
2 | −2.93 | 0.0100 | 2 | −2.91 | 0.0569 | 2 | −3.53 | 0.0502 |
3 | −2.55 | 0.0133 | 3 | −2.51 | 0.1394 | 3 | −3.18 | 0.1072 |