一个不平稳的时间序列,通过一次差分之后,ADF检验结果如下
Null Hypothesis: LQTY has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -11.50759 0.0001
Test critical values: 1% level -3.512290
5% level -2.897223
10% level -2.585861
是不是说差分后序列 平稳了?
但是差分后序列相关图如下
Date: 08/30/07 Time: 13:49
Sample: 2000M01 2007M12
Included observations: 83
Autocorrelation Partial Correlation AC PAC Q-Stat Prob
**| . | **| . | 1 -0.259 -0.259 5.7888 0.016
. | . | .*| . | 2 -0.043 -0.118 5.9499 0.051
.*| . | .*| . | 3 -0.122 -0.179 7.2536 0.064
. | . | .*| . | 4 -0.010 -0.114 7.2625 0.123
. | . | .*| . | 5 -0.051 -0.132 7.4983 0.186
. | . | .*| . | 6 -0.001 -0.106 7.4985 0.277
. | . | .*| . | 7 0.022 -0.058 7.5452 0.374
.*| . | **| . | 8 -0.168 -0.257 10.193 0.252
. |*. | . | . | 9 0.141 -0.036 12.093 0.208
. | . | .*| . | 10 -0.052 -0.117 12.350 0.262
.*| . | **| . | 11 -0.067 -0.230 12.791 0.307
. |** | . |*. | 12 0.231 0.125 18.087 0.113
其伴随概率绝大部分都大于0.05,请问是什么意思