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)