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您的视频里，关于单位根检验的，一介差分后还是不请问，请问2阶，3阶差分命令是什么呢？您的视频里面没有讲到。
下面是我的数据分析的结果

pescadf governan,lag(1)
Pesaran's CADF test for governan
Cross-sectional average in first period extracted and extreme t-values truncated
Deterministics chosen: constant
panel is unbalanced, only standarized Ztbar statistic can be calculated
Z[t-bar] test, (N,T1-T50) = (50, 13 13 11 13 13 11 13 11 11 11 11 13 13 13 11 13 13 13 13 13 13 13 13 13 11 13 13 1
> 3 13 13 11 13 13 13 13 13 13 11 11 13 11 13 13 13 11 13 13 13 13 13)
Obs = 524     Augmented by 1 lags (average)
    Z[t-bar]  P-value
    0.382    0.649

. pescadf D.governan,lag(1)
Pesaran's CADF test for D.governan
Cross-sectional average in first period extracted and extreme t-values truncated
Deterministics chosen: constant
panel is unbalanced, only standarized Ztbar statistic can be calculated
Z[t-bar] test, (N,T1-T50) = (50, 12 12 10 12 12 10 12 10 10 10 10 12 12 12 10 12 12 12 12 12 12 12 12 12 10 12 12 1
> 2 12 12 10 12 12 12 12 12 12 10 10 12 10 12 12 12 10 12 12 12 12 12)
Obs = 474     Augmented by 1 lags (average)
    Z[t-bar]  P-value
   -1.589    0.056