参数 | ADF值 | 临界值(1%) | 临界值(5%) | 临界值(10%) | P值 | 结论 |
X1 | −3.749701 | −4.080021 | −3.968459 | −3.161067 | 0.1247 | 不平稳 |
DX1 | −10.16358 | −3.517847 | −2.899619 | −2.587134 | 0.0001 | 平稳 |
Y1 | −1.882955 | −3.521579 | −2.901217 | −2.587981 | 0.3385 | 不平稳 |
DY1 | −5.473524 | −3.521579 | −2.901217 | −2.587981 | 0.0000 | 平稳 |