问题如下,谢谢指教!
1.有单位根说明序列式平稳的,还是没单位根说明序列式平稳的?
2.用eviews做ADF检验时,Text for unit root in下有三个选项:level;1st difference;2nd difference. 这是什么意思?如何使用?
3.用eviews做ADF检验时,怎么根据eviews输出的结果判断被检验序列是否平稳?比方以下面的结果来说明。
Null Hypothesis: CP has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 0.317837 0.9974
Test critical values: 1% level -4.440739
5% level -3.632896
10% level -3.254671
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(CP)
Method: Least Squares
Date: 12/01/12 Time: 21:31
Sample (adjusted): 1979 2000
Included observations: 22 after adjustments
Coefficient Std. Error t-Statistic Prob.
CP(-1) 0.031639 0.099544 0.317837 0.7541
C 9.169196 30.71662 0.298509 0.7686
@TREND(1978) 1.928743 5.333863 0.361603 0.7216
R-squared 0.337576 Mean dependent var 58.86364
Adjusted R-squared 0.267847 S.D. dependent var 40.26234
S.E. of regression 34.45085 Akaike info criterion 10.04307
Sum squared resid 22550.36 Schwarz criterion 10.19185
Log likelihood -107.4737 Hannan-Quinn criter. 10.07812
F-statistic 4.841264 Durbin-Watson stat 1.420701
Prob(F-statistic) 0.019989