一阶 | 二阶 | ||||
变量 | ADF统计量 | p-vaule | 变量 | ADF统计量 | p-vaule |
ΔGDP | −1.3927 | 0.8136 | Δ2GDP | −4.8529 | 0.01 |
ΔIND | −2.0936 | 0.5367 | Δ2IND | −4.1406 | 0.01365 |
ΔUR | −1.6907 | 0.6959 | Δ2UR | −3.6858 | 0.03823 |
ΔGDP2 | 3.0806 | 0.99 | Δ2GDP2 | −3.7628 | 0.03217 |
ΔIND2 | 0.72216 | 0.99 | Δ2IND2 | −3.5426 | 0.04948 |
ΔUR2 | −1.4004 | 0.8106 | Δ2UR2 | −3.0052 | 0.1774 |
Δ(GDP × IND) | 1.9004 | 0.99 | Δ2(GDP × IND) | −3.6913 | 0.03779 |
Δ(GDP × UR) | −0.352 | 0.9838 | Δ2(GDP × UR) | −5.3343 | 0.01 |
Δ(GDP × IND) | 1.9004 | 0.99 | Δ2(GDP × IND) | −3.6913 | 0.03779 |