| Group unit root test: Summary | | | | | |
| Date: 07/16/07 Time: 15:33 | | | | | |
| Sample: 1 338 | | | | | |
| Series: LN_WATER, LN_GAS, LN_SULF, LN_DUST, FDI1, IND1, | | |
| LN_GPC, LN_GDP, IND2, LN_RGPC, LN_RGDP, GOV, FDI2, | | |
| NTRAD, TRAD1, TRAD2, FDIGPC, FDIRGPC | | | |
| Exogenous variables: Individual effects, individual linear trends | |
| Automatic selection of maximum lags | | | | |
| Automatic selection of lags based on MHQC: 0 to 13 | | |
| 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* | -19.8978 | 0 | 18 | 5985 | |
| Breitung t-stat | -7.43907 | 0 | 18 | 5967 | |
| | | | | |
| Null: Unit root (assumes individual unit root process) | | |
| Im, Pesaran and Shin W-stat | -20.3662 | 0 | 18 | 5985 | |
| ADF - Fisher Chi-square | 486.236 | 0 | 18 | 5985 | |
| PP - Fisher Chi-square | 1717.47 | 0 | 18 | 6066 | |
| | | | | |
| Null: No unit root (assumes common unit root process) | | |
| Hadri Z-stat | -0.27077 | 0.6067 | 18 | 6084 | |
| | | | | |
| ** Probabilities for Fisher tests are computed using an asympotic Chi |
| -square distribution. All other tests assume asymptotic normality. |
| | | | | |
| 下面是在group unit test 对话框中选择的项： | | | |
| text for unit root in:level | | | | | |
| include in test equation:individual trend and int | | | |
| automatic selecti:modified hanan-quinn | | | | |
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