做了个平稳性检验,各位请看一下是否平稳。
Null Hypothesis: X has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic based on SIC, MAXLAG=5)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 3.128546 1.0000
Test critical values: 1% level -3.737853
5% level -2.991878
10% level -2.635542
*MacKinnon (1996) one-sided p-values.