变量 | ADF统计量 | 1% level | 5% level | 10% level | Prob. |
Idxrtn_hp | −12.216 | −4.288 | −3.560 | −3.216 | 0.0000 |
IS_hp | −8.895 | −4.288 | −3.560 | −3.216 | 0.0000 |