导入excel 数据，建立pool，然后再pool中打开数据，所有序列一起做单位根，没有Breintung 这一项。单独检验F序列，发现还是没有。。。，下面是黏贴了F序列的单位根结果。（如果不用pool，设置面板数据的的话，单位根检验是panel unit root test，但是这里不能所有序列一起做单位根检验，不知道有没有能解决这个问题的方法）
Pool unit root test: Summary                                
Series: F                               
Date: 01/05/13   Time: 10:24                               
Sample: 1 630                               
Exogenous variables: Individual effects                               
Automatic selection of maximum lags                               
Automatic lag length selection based on SIC: 19                               
and Bartlett kernel                               
Balanced observations for each test                                
                               
                        Cross-       
Method        Statistic        Prob.**        sections        Obs
Null: Unit root (assumes common unit root process)                                
Levin, Lin & Chu t*         0.25487         0.6006         1         610
                               
Null: Unit root (assumes individual unit root process)                                
Im, Pesaran and Shin W-stat         -0.15081         0.4401         1         610
ADF - Fisher Chi-square         1.44364         0.4859         1         610
PP - Fisher Chi-square         164.010         0.0000         1         629
                               
** Probabilities for Fisher tests are computed using an asymptotic Chi                               
        -square distribution. All other tests assume asymptotic normality.                               

下面是f的时间序列值（截面30,20年）

Last updated: 04/30/13 - 21:54
Imported from 'C:\Documents and Settings\Administrator\桌面\时间序列小论文\test_ln.xls'
-2.069166037777291
-1.754400788958601
-1.960530450102462
-1.926466210438344
-2.042954698355248
-1.884564638161669
-2.051837209263142
-1.972845863913947
-1.798635686066469
-1.989186933543397
-2.056355281222208
-2.079144517790224
-1.990271530701383
-2.069462536571306
-1.980575635119572
-2.112211740655551
-1.936144926943576
-2.075236735938325
-1.88461092007925
-2.015949744681673
-1.867886545362226
-2.014447749406139
-2.046130510673364
-2.083961789453626
-1.907072867753536
-1.976741801901533
-2.009703494963901
-1.881890022456706
-1.969652549695632
-1.848282909995818
-2.02103984423923
-1.704535449010625
-1.970133048881201
-1.890317064921313
-2.014032536287681
-1.876542859779414
-2.004821473536822
-1.940964715483699
-1.73381002841508
-1.959141068180758
-2.043000232576319
-2.114970799357213
-1.964229069334266
-2.100500575130715
-1.957342721791678
-2.082338108750752
-1.90375531449621
-2.046582038944879
-1.848326027056921
-2.008924717396873
-1.801874921860729
-1.980123539785069
-2.007060413005888
-2.054321308611421
-1.88025713391807
-1.953999281794638
-1.960803103426103
-1.893459368484925
-1.958904604303799
-1.815212263659717
-1.882242072733422
-1.646787759843931
-1.999793838008212
-1.870793827317487
-1.980598075978406
-1.936402397132256
-1.966923181646958
-1.904699869108966
-1.429029029081657
-1.875452019614385
-2.029037601847416
-2.044737150038839
-1.844793345242026
-2.083291604051634
-1.908258563403828
-2.077614228717091
-1.874211437578406
-2.018121649499048
-1.680334870234553
-1.970513534223138
-1.402066305986888
-2.006741635618823
-2.003052942453367
-1.993067231190211
-1.873429845761245
-1.925217972878269
-1.904838659609885
-1.882642856113839
-1.938499494933608
-1.779546652834917
-1.574770133103301
-1.541947173143342
-2.273212923513127
-1.871347689734361
-2.185590659840531
-1.962798513480828
-1.913954041694398
-1.865793807795901
-0.9489023821156686
-1.889136989920624
-1.965544435232747
-1.970913528865442
-1.731472862247883
-2.10054108120612
-1.890229514404994
-2.173618635537979
-1.826407044230679
-2.157599944991095
-1.479369039533814
-2.044901983980104
-1.255789934545311
-2.054606797552957
-2.053957753403102
-2.290332876112528
-1.841630660376875
-1.914901241479682
-1.94178817132479
-2.072112997474769
-2.012012061072745
-1.789817187289915
-1.396665716092434
-1.400834501516667
-2.099161888935176
-1.796375530581173
-2.027522487826821
-1.606980474076448
-1.858356869701768
-1.841534516815408
-0.644371866193321
-1.65692121228351
-1.762786726492482
-1.934274783384189
-1.520852194336796
-1.957257141323995
-1.79988034653834
-2.039795336062235
-1.739647265978901
-2.015679406004579
-1.202694908227816
-1.836065962339512
-1.104085147233666
-1.923159702370623
-1.93352486580287
-1.945575255494248
-1.769000823847278
-1.80579944802131
-1.883433783108289
-2.02701085977785
-1.795604443390909
-1.728155475017426
-0.9611870527909411
-1.312732992938526
-2.065150906976073
-1.81993176910218
-1.978683833196711
-1.758512369551684
-1.824539616148244
-1.924958111759747
-0.6083399236819784
-1.598313129323444
-1.763772322042986
-1.963623687867527
-1.467402786505433
-1.90979718918227
-1.786832747675904
-1.992839235421822
-1.790825804652611
-1.977937496575965
-1.144129865396033
-1.850295734491384
-1.047986130738437
-1.896205408506622
-1.903808759719361
-1.857037214417729
-1.451699360165661
-1.85532967544882
-1.781897865867598
-1.848159943357914
-1.777968410095048
-1.696564138747462
-0.9129292871537355
-1.199716034143056
-1.955301164351776
-1.772210347554808
-1.936136213618607
-1.619155973579028
-1.688371615770587
-1.826426221977961
-0.4832080684511389
-1.496179499166787
-1.699523604501752
-1.914405161149584
-1.362000164246555
-1.857646495633434
-1.734847834780295
-1.940552072380451
-1.698213325960551
-1.966727192187781
-1.018933702633807
-1.804339233423772
-0.9505409841340907
-1.774220658414311
-1.860361493851712
-1.761970926677477
-1.456834666421663
-1.737307664475503
-1.713703721067572
-1.700190235241987
-1.680433770236226
-1.601151998340001
-0.6808192037297361
-1.089556794626826
-1.802531589374992
-1.665963569799745
-1.770386908937622
-1.469054416287299
-1.547124267695843
-1.74042237745316
-0.3024495200055328
-1.419138907269414
-1.564360812175587
-1.866383398018582
-1.305538961828625
-1.828183829524626
-1.655353790871133
-1.887178778037003
-1.612314838059181
-1.864157859503144
-0.8901127840316504
-1.748428718428625
-0.7450160417353579
-1.843088546631598
-1.768451193967382
-1.628898315080155
-1.368302883378277
-1.596055623269869
-1.685099623331007
-1.572795270847198
-1.564337390692802
-1.477048432426311
-0.5900220944590792
-1.010145950850284
-1.781527319857401
-1.630892779300287
-1.750796669856525
-1.383993118142001
-1.582646661060527
-1.656454318091693
-0.3083684452166956
-1.350953727792428
-1.460901644090367
-1.860600211477507
-1.302241957755188
-1.77392538077154
-1.670835802313789
-1.822828129571621
-1.594810729836536
-1.803672727139701
-0.905507663008708
-1.742517814869777
-0.7890491536712514
-1.718785109126353
-1.769391459439558
-1.634312106900191
-1.452394147692663
-1.527253521419702
-1.644692552951985
-1.54531817133934
-1.55123588702139
-1.496682712204884
-0.4665025350419506
-0.9280405039616433
-1.729668783386102
-1.56340712801807
-1.718887890020042
-1.334187332751936
-1.48858247355593
-1.53596594570273
-0.3223417064454727
-1.339905788171267
-1.4054865227948
-1.799505540795942
-1.307503327524124
-1.725033134718362
-1.657563334680538
-1.788821811068627
-1.579020845384596
-1.779782650589137
-0.8880316784970689
-1.732793660265888
-0.7749769780266284
-1.678637923920807
-1.740140061988639
-1.607994062602237
-1.402041029278925
-1.500910134202122
-1.616480356924554
-1.509078876846227
-1.534768010334347
-1.439326650533353
-0.283116507749977
-0.7886128961550926
-1.707227423971881
-1.502373459913655
-1.721740665967104
-1.158878739214648
-1.438809382611034
-1.510079786530043
-0.2335490876825211
-1.282947820494569
-1.25986967685009
-1.705637490979436
-1.248911428047332
-1.602887000939932
-1.586732759895706
-1.731083425448458
-1.494934259020074
-1.719207298171607
-0.8519836160963315
-1.634840610503689
-0.7134291277159939
-1.551692006467061
-1.719206762755851
-1.581421072087052
-1.504644510320992
-1.398434803988574
-1.567058116692205
-1.53179920427005
-1.50193230776527
-1.379530488719339
-0.3844644668393611
-0.8442900477802886
-1.717905348247493
-1.511583347010668
-1.715013781736394
-1.149077072978781
-1.446642993066252
-1.509855356736962
-0.2539045090426995
-1.245596513042996
-1.279795560572436
-1.741995932213522
-1.25996377101618
-1.652129532935002
-1.587892190747699
-1.74401032001063
-1.476895272234676
-1.730246993948651
-0.8727505894595507
-1.695024373190404
-0.8609818603288276
-1.578792273045302
-1.703354987171045
-1.590542154906828
-1.393291224131169
-1.428383704027793
-1.617024887179943
-1.488552801065181
-1.536343122490956
-1.421828970354008
-0.3743527166827819
-0.8154724902225959
-1.692314167979592
-1.491071539239364
-1.707820326448384
-1.133450925382877
-1.383836973022616
-1.496042211052683
-0.2423285080294324
-1.128225553918308
-1.214109908703477
-1.694937887616173
-1.179568620527103
-1.61039414446287
-1.534334877280321
-1.708256933606193
-1.459885730078913
-1.714626754372381
-0.8708333155934341
-1.703859605980741
-1.152454340276769
-1.569514894529327
-1.720006430601884
-1.593144640416074
-1.315465541687543
-1.415933441700619
-1.580875927250459
-1.478639478197452
-1.43502655933127
-1.451690219953679
-0.2837035349150665
-0.6549837319852146
-1.259900753549661
-1.167958920959606
-1.355827023266338
-0.8572180828868259
-1.135434383353411
-1.291074031152376
-0.09416723263591587
-0.78475057750428
-0.7590346876843624
-1.247611672335776
-0.9246265069231365
-1.217335547683251
-1.144990548419186
-1.323889972919073
-1.202642824509771
-1.259959721313345
-0.6688476930193341
-1.338620889168604
-0.9347762241430569
-1.206051079629008
-1.385381397649975
-1.247545658979486
-1.047437358806731
-1.121794216165276
-1.26962711115704
-1.139036576364731
-1.04901207579904
-1.280986065249606
-0.2367450943102723
-0.6005579109645736
-1.218287484850419
-1.157347893354066
-1.296620197564012
-0.8716397962859891
-1.106268808724349
-1.322314764728527
-0.08824411440552146
-0.684911633705987
-0.7313192586681075
-1.232970121300189
-0.922216436794651
-1.206441842503164
-1.126402692495285
-1.323918812352223
-1.18583418649929
-1.232283920998561
-0.6783806915961763
-1.31448983384355
-0.9525068897365886
-1.195086774699263
-1.349389907629086
-1.211567416451409
-1.026753545719935
-1.125351143396101
-1.225020504514014
-1.136042106150519
-1.058348507228441
-1.222219063348292
-0.1862670120347841
-0.5436441448249788
-1.2172572462297
-1.142956287908567
-1.273588223790595
-0.881415868527343
-1.11150006368338
-1.337661413345532
-0.1028547711619285
-0.6234477873619149
-0.7236762121339262
-1.235355659747431
-0.9184097011719136
-1.22996676319338
-1.147591920404616
-1.334089569564909
-1.200051659537203
-1.255682444334348
-0.6906064913175142
-1.318678637665517
-0.963707324924646
-1.203853834779101
-1.383582374706061
-1.224657614543703
-1.063365325267256
-1.143618259701122
-1.238566092492212
-1.180498449904626
-1.031822105752567
-1.287147342196522
-0.1479476423448586
-0.4765759659961533
-1.186096346792905
-1.092678003823131
-1.212803583551608
-0.8372278127739178
-1.040180597016883
-1.302384107440625
-0.05293469467655148
-0.5568242647611576
-0.6367508210390235
-1.185585483483279
-0.8289098953856096
-1.176449282148291
-1.11288349019996
-1.271448460749261
-1.16246339832234
-1.20269594986652
-0.6674829612710727
-1.278390399270908
-0.8765528291308711
-1.166924673653202
-1.375304470514624
-1.19005868366318
-1.070812179477862
-1.125773933719033
-1.25350982372125
-1.10974706913226
-0.9871177946976891
-1.254154008010739
0.06666568290299437
-0.3258692179776478
-1.077241939863022
-0.9672168013923077
-1.139247635337979
-0.6657866385316325
-0.9049529352328424
-1.142196873493195
0.2263364532227006
-0.3958513388885387
-0.4053558458131304
-1.03339536658784
-0.605037273396063
-1.006658366783451
-0.9841208124157122
-1.151573560027884
-0.9382687271864786
-1.047106991724898
-0.4978072456069948
-0.4056595612623501
-0.8068256308526124
-0.965850999683182
-1.297707367688081
-1.105169402558239
-1.018023866392823
-0.983585430586755
-1.115032478581898
-1.016752174932584
-0.9106600662339931
-1.104389037850452
0.01712216335781933
-0.4039682833749368
-1.059158361641856
-0.9830960387434396
-1.103050424961063
-0.7200917090973089
-1.020269023654194
-1.188802973706903
0.1227713748375849
-0.4431528922020384
-0.4512511299617839
-1.072334274124895
-0.7057375983473576
-1.062764085692283
-0.9926473406351411
-1.199770551432532
-1.020029905533778
-1.108999132498604
-0.6055932087110508
-0.5262538835189999
-0.7997626127846873
-0.9988471736832638
-1.323599015754257
-1.116371213409138
-1.000641108828255
-1.053935159298536
-1.109197602238157
-1.031805699438595
-0.9432949213341514
-1.163676144927878
0.1535938176752857
-0.3318425291160224
-0.9541975559153961
-0.8697078567118786
-0.9976877262668251
-0.6343903262013789
-0.9169930626883044
-1.053499171551722
0.2414781771505198
-0.3654750397307641
-0.277291428161983
-0.964765891585573
-0.5849974347980649
-0.9176328149377708
-0.8756856480626019
-1.103394564334326
-0.8997470185000062
-1.047316973600881
-0.4918486922838581
-0.3298943405647311
-0.759989698158305
-0.8405742772539562
-1.240574515567096
-0.9941235910251329
-0.9633958759219121
-0.8948194260156116
-0.9900988632789651
-0.9529531269909773
-0.8532729659153929
-1.011736154355437
0.128503421921388
-0.3227384510664838
-0.9477122795560996
-0.8849501471418246
-0.9777097795773379
-0.6314754654131081
-0.9137373954268225
-1.031934561560995
0.2978530527634672
-0.3176683047690914
-0.2346890860133959
-0.9651681430791545
-0.5622578491471231
-0.9108989211063818
-0.8480507954808102
-1.085444195704122
-0.9074193149098441
-1.026137015853278
-0.5319987906987711
-0.5378270394135668
-0.7749885085306266
-0.8558892417744934
-1.217778093276817
-1.018257171294987
-1.101235474164513
-0.9132323059502258
-1.001568123965781
-0.9781582329142195
-0.8505254651869497
-0.9836318514818589