变量名称 | Hadri检验统计量 (p值) | LLC检验统计量 (p值) | IPS检验统计量 (p值) | FISH-ADF统计量 (p值) | Fisher-PP统计量 (p值) |
RPM | 23.2443 | −10.0069 | 0.9691 | 66.6944 | 109.3203 |
(0.0000) | (0.0000) | (−0.8039) | (−0.8162) | (0.0131) | |
ROA | 18.7452 | −9.1400 | −1.2590 | 111.2517 | 162.7911 |
(0.0000) | (0.0000) | (−0.0879) | (−0.0016) | (0.0000) | |
RNPL | 14.3408 | −5.4141 | 1.1702 | 67.1860 | 100.3770 |
(0.0000) | (0.0000) | (−0.846) | (−0.8065) | (−0.0524) | |
ALR | 27.4892 | −15.4511 | −0.2528 | 97.1955 | 164.9238 |
(0.0000) | (0.0000) | (−0.37535) | (−0.0808) | (0) |