新手,刚开始用EVIEWS,ADF检验结果如下,这个是什么意思啊?是否是平稳序列?还是我在检验中哪里弄错了呢,请各位大虾帮忙看看,万分感谢啊。
[tr] [td=5,1,360]Null Hypothesis: Unit root (individual unit root process) [/td] [/tr]
[tr] [td=2,1]Series: RICE[/td] [td][/td] [td][/td] [td][/td] [/tr]
[tr] [td=4,1]Date: 10/21/11 Time: 17:06[/td] [td][/td] [/tr]
[tr] [td=2,1]Sample: 2002 2010[/td] [td][/td] [td][/td] [td][/td] [/tr]
[tr] [td=5,1]Exogenous variables: Individual effects[/td] [/tr]
[tr] [td=4,1]Automatic selection of maximum lags[/td] [td][/td] [/tr]
[tr] [td=5,1]Automatic selection of lags based on SIC: 0[/td] [/tr]
[tr] [td=4,1]Total (balanced) observations: 8[/td] [td][/td] [/tr]
[tr] [td=3,1]Cross-sections included: 1[/td] [td][/td] [td][/td] [/tr]
[tr] [td][/td] [td][/td] [td][/td] [td][/td] [td][/td] [/tr]
[tr] [td]Method[/td] [td][/td] [td][/td] [td]Statistic[/td] [td]Prob.**[/td] [/tr]
[tr] [td=3,1]ADF - Fisher Chi-square[/td] [td]
1.92708
[/td] [td]
0.3815
[/td] [/tr]
[tr] [td=2,1]ADF - Choi Z-stat[/td] [td][/td] [td]
-0.30144
[/td] [td]
0.3815
[/td] [/tr]
[tr] [td][/td] [td][/td] [td][/td] [td][/td] [td][/td] [/tr]
[tr] [td=5,1]** Probabilities for Fisher tests are computed using an asymptotic Chi[/td] [/tr]
[tr] [td=5,1] -square distribution. All other tests assume asymptotic normality.[/td] [/tr]
[tr] [td][/td] [td][/td] [td][/td] [td][/td] [td][/td] [/tr]
[tr] [td=4,1]Intermediate ADF test results G1[/td] [td][/td] [/tr]
[tr] [td][/td] [td][/td] [td][/td] [td][/td] [td][/td] [/tr]
[tr] [td][/td] [td][/td] [td][/td] [td][/td] [td][/td] [/tr]
[tr] [td]Series[/td] [td]Prob.[/td] [td]Lag [/td] [td]Max Lag[/td] [td]Obs[/td] [/tr]
[tr] [td]RICE[/td] [td]
0.3815
[/td] [td]
0
[/td] [td]
1
[/td] [td]
8
[/td][/tr]