求助,这个表格代表一阶差分是不是平稳的呢
另外如果所有变量都是一阶差分平稳的,在eviews里怎么做协整检验呢
本人水平有限,请说详细点,先谢谢帮助了
Null Hypothesis: Unit root (individual unit root process)
Series: D(REDEMPTION)
Date: 11/26/12 Time: 19:21
Sample: 2011M09 2012M09
Exogenous variables: Individual effects, individual linear trends
User specified lags at: 1
Total (balanced) observations: 200
Cross-sections included: 20
Method Statistic Prob.**
ADF - Fisher Chi-square 87.7282 0.0000
ADF - Choi Z-stat -3.92545 0.0000
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
Intermediate ADF test results D(REDEMPTION)
Cross
section Prob. Lag Max Lag Obs
1 0.1271 1 1 10
2 0.1423 1 1 10
3 0.4934 1 1 10
4 0.2603 1 1 10
5 0.2774 1 1 10
6 0.4673 1 1 10
7 0.5754 1 1 10
8 0.5968 1 1 10
9 0.5679 1 1 10
10 0.6065 1 1 10
11 0.1622 1 1 10
12 0.2813 1 1 10
13 0.5658 1 1 10
14 0.2731 1 1 10
15 0.3696 1 1 10
16 0.0041 1 1 10
17 0.0274 1 1 10
18 0.1625 1 1 10
19 0.0002 1 1 10
20 0.0003 1 1 10