我有一组商品价格数据pri,采用允许两个结构突变的单位根检验 Clemente,Montanes,and Reyes(1998) 得到如下结果,
clemao2 pri, graph
Clemente-Monta耖s-Reyes unit-root test with doublemean shifts, AO model
pri T = 22 optimal breakpoints : 1993 , 2008
AR( 1) du1 du2 (rho - 1) const
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Coefficients: -2310.03029 6551.52855 -1.01915 1.029e+04
t-statistics: -1.915 3.302 -4.678
P-values: 0.072 0.004 -5.490 (5%crit. value)
不知该如何解释?是有两个结构断点并且存在单位根吗?