变量

EG检验方程

Adj.R2

DW

ADF

MacKinnon临界值(5%)

u₁

$\Delta u_{1,t}=-\text{0}\text{.97}{u}_{1,t-1}+{\epsilon }_1$

0.63

1.90

−2.96

−2.94

u₂

$\Delta u_{2,t}=-\text{1}\text{.55}{u}_{2,t-1}+{\epsilon }_2$

0.60

1.86

−6.99

−2.94

u₃

$\Delta u_{3,t}=-\text{0}\text{.78}{u}_{3,t-1}+{\epsilon }_3$

0.37

1.89

−5.05

−2.93