求助:我用stata做国房景气指数的ADF检测,数据有50多个,但是系统只检测了11个,所以系数以及检测的Z(t)显示不出来,不知道为什么,求帮助。结果如下:
. dfuller real_estate, regress lags(12)
Augmented Dickey-Fuller test for unit root Number of obs = 11
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
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Z(t) . -3.750 -3.000 -2.630
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MacKinnon approximate p-value for Z(t) = 1.0000
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D. |
real_estate | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
real_estate |
L1. | .1310211 . . . . .
LD. | (dropped)
L2D. | (dropped)
L3D. | (dropped)
L4D. | -.4899462 . . . . .
L5D. | .2013572 . . . . .
L6D. | -.4813985 . . . . .
L7D. | .6319178 . . . . .
L8D. | -.3109987 . . . . .
L9D. | .140605 . . . . .
L10D. | .3035547 . . . . .
L11D. | .0239197 . . . . .
L12D. | .0167765 . . . . .
_cons | -14.60837 . . . . .
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