本人初学者，对于Eviews6.0做的面板数据单位根检验有以下几个问题请教各位前辈：
1.是不是所有的序列都要按照既有截距项又有趋势项、只有截距项、两者都无的顺序检验？
2.用LLC、Breitung、IPS、ADF、PP检验时，是所有的P值都在0.05一下才算是平稳序列还是只要几个<0.05就可以说序列平稳？
3.如果既有截距项又有趋势项的结果平稳，但是只有截距项的和两者都无的不平稳，那这个序列是平稳的吗？
4.如果各个变量的水平序列有的平稳有的不平稳，但是一阶差分都是平稳的，可不可以直接对水平序列做协整检验？
比如下面的结果，是按照1.所述顺序的检验结果，这个结果是否含单位根？
Pool unit root test: Summary | |
Series: FIRBJ, FIRTJ, FIRHB, FIRSX, FIRNMG, FIRLN, FIRJL, FIRHLJ, |
FIRSH, FIRJS, FIRZJ, FIRAH, FIRFJ, FIRSD, FIRHN, FIRGD, FIRGX, |
FIRSC, FIRGZ, FIRYN, FIRGS, FIRQH, FIRNX, FIRXJ |
Date: 04/08/13 Time: 17:09 | |
Sample: 1992 2010 | | |
Exogenous variables: Individual effects, individual linear trends |
Automatic selection of maximum lags | |
Automatic lag length selection based on SIC: 0 to 3 |
and Bartlett kernel | | |
| | | | |
| | | | |
| | | Cross- | |
Method | Statistic | Prob.** | sections | Obs |
Null: Unit root (assumes common unit root process) |
Levin, Lin & Chu t* | -6.45090 | 0.0000 | 24 | 414 |
Breitung t-stat | -4.90087 | 0.0000 | 24 | 390 |
| | | | |
Null: Unit root (assumes individual unit root process) |
Im, Pesaran and Shin W-stat | -6.23755 | 0.0000 | 24 | 414 |
ADF - Fisher Chi-square | 126.923 | 0.0000 | 24 | 414 |
PP - Fisher Chi-square | 121.667 | 0.0000 | 24 | 432 |
| | | | |
| | | | |
** Probabilities for Fisher tests are computed using an asymptotic Chi |
-square distribution. All other tests assume asymptotic normality. |
Pool unit root test: Summary | |
Series: FIRBJ, FIRTJ, FIRHB, FIRSX, FIRNMG, FIRLN, FIRJL, FIRHLJ, |
FIRSH, FIRJS, FIRZJ, FIRAH, FIRFJ, FIRSD, FIRHN, FIRGD, FIRGX, |
FIRSC, FIRGZ, FIRYN, FIRGS, FIRQH, FIRNX, FIRXJ |
Date: 04/08/13 Time: 17:10 | |
Sample: 1992 2010 | | |
Exogenous variables: Individual effects |
Automatic selection of maximum lags | |
Automatic lag length selection based on SIC: 0 to 3 |
and Bartlett kernel | | |
| | | | |
| | | | |
| | | Cross- | |
Method | Statistic | Prob.** | sections | Obs |
Null: Unit root (assumes common unit root process) |
Levin, Lin & Chu t* | -0.19474 | 0.4228 | 24 | 414 |
| | | | |
Null: Unit root (assumes individual unit root process) |
Im, Pesaran and Shin W-stat | 2.37837 | 0.9913 | 24 | 414 |
ADF - Fisher Chi-square | 35.6522 | 0.9063 | 24 | 414 |
PP - Fisher Chi-square | 35.5261 | 0.9089 | 24 | 432 |
| | | | |
| | | | |
** Probabilities for Fisher tests are computed using an asymptotic Chi |
-square distribution. All other tests assume asymptotic normality. |
Pool unit root test: Summary | |
Series: FIRBJ, FIRTJ, FIRHB, FIRSX, FIRNMG, FIRLN, FIRJL, FIRHLJ, |
FIRSH, FIRJS, FIRZJ, FIRAH, FIRFJ, FIRSD, FIRHN, FIRGD, FIRGX, |
FIRSC, FIRGZ, FIRYN, FIRGS, FIRQH, FIRNX, FIRXJ |
Date: 04/08/13 Time: 17:10 | |
Sample: 1992 2010 | | |
Exogenous variables: None | | |
Automatic selection of maximum lags | |
Automatic lag length selection based on SIC: 0 to 3 |
and Bartlett kernel | | |
| | | | |
| | | | |
| | | Cross- | |
Method | Statistic | Prob.** | sections | Obs |
Null: Unit root (assumes common unit root process) |
Levin, Lin & Chu t* | 6.54730 | 1.0000 | 24 | 412 |
| | | | |
Null: Unit root (assumes individual unit root process) |
ADF - Fisher Chi-square | 6.19331 | 1.0000 | 24 | 412 |
PP - Fisher Chi-square | 6.93892 | 1.0000 | 24 | 432 |
| | | | |
| | | | |
** Probabilities for Fisher tests are computed using an asymptotic Chi |
-square distribution. All other tests assume asymptotic normality. |
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