$Y_{i,t}^{\gamma }$

$\gamma =2.1$

$\gamma =2.2$

$\gamma =2.3$

$\gamma =2.4$

$\gamma =2.5$

$\gamma =2.6$

ADF-Fisher统计量

6.22879

6.25506

7.06539

7.10076

7.13184

6.97563

PP-Fisher统计量

6.17229

6.19846

6.23577

6.29211

6.34686

6.41731

P值

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

$\gamma =2.7$

$\gamma =2.8$

$\gamma =2.8$

$\gamma =3$

ADF-Fisher统计量

7.01520

7.05716

7.10166

7.14858

PP-Fisher统计量

6.47671

6.53948

6.59247

6.66576

P值

1.0000

1.0000

1.0000

1.0000

$\Delta Y_{i,t}^{\gamma }$

$\gamma =2.1$

$\gamma =2.2$

$\gamma =2.3$

$\gamma =2.4$

$\gamma =2.5$

$\gamma =2.6$

ADF-Fisher统计量

169.175

168.565

167.942

161.459

160.646

154.537

PP-Fisher统计量

276.703

274.604

272.580

271.134

269.320

268.231

P值

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

$\gamma =2.7$

$\gamma =2.8$

$\gamma =2.8$

$\gamma =3$

ADF-Fisher统计量

153.623

152.707

151.792

146.476

PP-Fisher统计量

266.454

265.434

263.507

261.794

P值

0.0000

0.0000

0.0000

0.0000