小白求助!!!PP检验结果如下!
Phillips-Perron test for unit root Number of obs = 32
Newey-West lags = 3
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(rho) -13.771 -17.676 -12.724 -10.340
Z(t) -2.836 -3.702 -2.980 -2.622
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MacKinnon approximate p-value for Z(t) = 0.0533
原数据有34个变量,这个结果的意思是5%显著性水平下滞后三阶平稳???求解答!!跪谢!!