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