各位好心人可以帮我解释下kao检验的结果是什么意思吗?
t-Statistic Prob.
ADF -8.182299 0.0000
Residual variance 7.63E-20
HAC variance 7.63E-20
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID?)
Method: Panel Least Squares
Date: 02/17/12 Time: 15:22
Sample (adjusted): 2003 2010
Included observations: 8 after adjustments
Cross-sections included: 14
Total pool (unbalanced) observations: 86
Coefficient Std. Error t-Statistic Prob.
RESID?(-1) -1.299035 0.177501 -7.318472 0.0000
D(RESID?(-1)) 0.104158 0.117752 0.884552 0.3789
R-squared 0.598697 Mean dependent var 3.39E-11
Adjusted R-squared 0.593919 S.D. dependent var 7.47E-10
S.E. of regression 4.76E-10 Akaike info criterion -40.06906
Sum squared resid 1.91E-17 Schwarz criterion -40.01198
Log likelihood 1724.970 Hannan-Quinn criter. -40.04609
Durbin-Watson stat 2.213516