1、levinlin lntfp,lags(1)
出现以下结果:
Levin-Lin-Chu test for lntfp Deterministics chosen: constant
Pooled ADF test, N,T = (31,9) Obs = 217
Augmented by 1 lags (average) Truncation: 6 lags
coefficient t-value t-star P > t
-0.42164 -7.478 -3.26271 0.0006
可以认为是平稳的么 因为p值不为零