恩,自己用eviews又做了以下,发现还是xtunitroot更准确,虽然两个软件给出的结果还是不是完全一致,但至少统计推断是一样的。而且xtunitroot是官方命令。
. xtunitroot llc lc, lags(aic)
Levin-Lin-Chu unit-root test for lc
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Ho: Panels contain unit roots Number of panels = 28
Ha: Panels are stationary Number of periods = 28
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included
ADF regressions: 1.00 lags average (chosen by AIC)
LR variance: Bartlett kernel, 9.00 lags average (chosen by LLC)
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Statistic p-value
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Unadjusted t 3.3005
Adjusted t* 4.9133 1.0000
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