Pool unit root test: Summary
Series: FGL_BEIJING, FGL_TIANJIN, FGL_HEBEI, FGL_SHANXI,
FGL_NEIMENGGU, FGL_LIAONING, FGL_JILIN, FGL_HEILONGJIANG,
FGL_SHANGHAI, FGL_JIANGSU, FGL_ZHEJIANG, FGL_ANHUI,
FGL_FUJIAN, FGL_JIANGXI, FGL_SHANDONG, FGL_HENAN,
FGL_HUBEI, FGL_HUNAN, FGL_GUANGDONG, FGL_GUANGXI,
FGL_HAINAN, FGL_CHONGQING, FGL_SICHUAN, FGL_GUIZHOU,
FGL_YUNNAN, FGL_XIZANG, FGL_SANXI, FGL_GUANSU,
FGL_QINGHAI, FGL_NINGXIA, FGL_XINJIANG
Date: 01/20/13 Time: 03:31
Sample: 2001 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* 59.1905 1.0000 31 245
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat 30.5008 1.0000 29 239
ADF - Fisher Chi-square 62.6489 0.4531 31 245
PP - Fisher Chi-square 96.3583 0.0034 31 256
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
时间序列模型数据,看到有人说不用做单位根检验,但是做了一下,不知道要怎么分析,求各位大手们帮忙