Date: 08/08/12 Time: 23:45
Sample: 1998 2011
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1
Newey-West bandwidth selection using Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -13.1511 0.0000 16 168
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -10.0464 0.0000 16 168
ADF - Fisher Chi-square 144.196 0.0000 16 168
PP - Fisher Chi-square 172.813 0.0000 16 173
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
这个算2阶单整了吗?各位高手帮我确定下啊