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 | −1.356 | 0.189 | 0 | −3.39 | 0.0202 | 0 | −3.59 | 0.0461 |
1 | −1.161 | 0.258 | 1 | −3.48 | 0.0167 | 1 | −3.84 | 0.0269 |
2 | −1.008 | 0.313 | 2 | −3.42 | 0.0192 | 2 | −3.98 | 0.0205 |
3 | −0.927 | 0.342 | 3 | −3.58 | 0.0127 | 3 | −4.51 | 0.0100 |