我用EVIEWS6对一个序列做单位根检验，结果如下：
Null Hypothesis: SER01 has a unit root   
Exogenous: Constant   
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)   
   
   t-Statistic   Prob.*
   
Augmented Dickey-Fuller test statistic   -5.456468  0.0000
Test critical values: 1% level  -3.574446
5% level  -2.923780
10% level  -2.599925
   
*MacKinnon (1996) one-sided p-values.   
   
   
Augmented Dickey-Fuller Test Equation   
Dependent Variable: D(SER01)   
Method: Least Squares   
Date: 08/03/11   Time: 21:55   
Sample (adjusted): 2 49   
Included observations: 48 after adjustments   
   
Coefficient Std. Error t-Statistic Prob.  
   
SER01(-1) -0.781615 0.143246 -5.456468 0.0000
C 7664.857 1673.990 4.578794 0.0000
   
R-squared 0.392924     Mean dependent var  -99.22917
Adjusted R-squared 0.379727     S.D. dependent var  7757.035
S.E. of regression 6109.242     Akaike info criterion  20.31377
Sum squared resid 1.72E+09     Schwarz criterion  20.39173
Log likelihood -485.5304     Hannan-Quinn criter.  20.34323
F-statistic 29.77304     Durbin-Watson stat  1.933489
Prob(F-statistic) 0.000002   
    滞后期的选择默认用了SIC准则检验，而且默认最大滞后期为10，结果如上所示，ADF小于临界值说明是平稳的，但是AIC和SC值太大了吧，一般是多少正常呢。我把默认最大滞后期改成1、2、3等试了结果是一样的。肯定高手指点！！！！！