|
| ADF值 | 5%临界值 | P值 | 结论 |
| D(Y, 2) | −9.337742 | −3.519595 | 0.0004 | 平稳 |
| D(X1, 2) | −13.08330 | −3.694851 | 0.0002 | 平稳 |
| D(X2, 2) | −3.777972 | −3.694851 | 0.0463 | 平稳 |
| D(X3, 2) | −3.832287 | −3.519595 | 0.0359 | 平稳 |