我知道软件怎么操作,可是我不知道检验的结果是什么意思,希望有人可以解答~~~~谢谢啦~
下面附上我的结果:
Null Hypothesis: Stationarity
Series: GDP_BEIJING, GDP_TIANJIN, GDP_HEBEI, GDP_SHANXISHENG
, GDP_NEIMENGGU, GDP_LIAONING, GDP_JILIN,
GDP_HEILONGJIANG, GDP_SHANGHAI, GDP_JIANGSU,
GDP_ZHEJIANG, GDP_ANHUI, GDP_FUJIAN, GDP_JIANGXI,
GDP_SHANDONG, GDP_HENAN, GDP_HUBEI, GDP_HUNAN,
GDP_GUANGDONG, GDP_GUANGXI, GDP_HAINAN,
GDP_CHONGQING, GDP_SICHUAN, GDP_GUIZHOU,
GDP_YUNNAN, GDP_XIZANG, GDP_SHANXI, GDP_GANSU,
GDP_QINGHAI, GDP_NINGXIA, GDP_XINJIANG
Date: 06/06/13 Time: 02:02
Sample: 2003 2010
Exogenous variables: Individual effects
Newey-West automatic bandwidth selection and Bartlett kernel
Total (balanced) observations: 248
Cross-sections included: 31
Method Statistic Prob.**
Hadri Z-stat 8.77188 0.0000
Heteroscedastic Consistent Z-stat 8.78150 0.0000
* Note: High autocorrelation leads to severe size distortion in Hadri test,
leading to over-rejection of the null.
** Probabilities are computed assuming asympotic normality
Intermediate results on GDP?
Variance
Series LM HAC Bandwidth Obs
GDP_BEIJING 0.4014 0.043108 2.0 8
GDP_TIANJIN 0.4043 0.064418 2.0 8
GDP_HEBEI 0.4039 0.045419 2.0 8
GDP_SHANXISHENG 0.4024 0.052920 2.0 8
GDP_NEIMENGGU 0.3976 0.110207 2.0 8
GDP_LIAONING 0.3992 0.054366 2.0 8
GDP_JILIN 0.3986 0.059964 2.0 8
GDP_HEILONGJIANG 0.4051 0.033282 2.0 8
GDP_SHANGHAI 0.4018 0.035217 2.0 8
GDP_JIANGSU 0.4034 0.057649 2.0 8
GDP_ZHEJIANG 0.4032 0.042985 2.0 8
GDP_ANHUI 0.4042 0.051109 2.0 8
GDP_FUJIAN 0.4009 0.048668 2.0 8
GDP_JIANGXI 0.4038 0.057504 2.0 8
GDP_SHANDONG 0.4014 0.056045 2.0 8
GDP_HENAN 0.4020 0.058842 2.0 8
GDP_HUBEI 0.4023 0.059424 2.0 8
GDP_HUNAN 0.4024 0.061589 2.0 8
GDP_GUANGDONG 0.3999 0.046940 2.0 8
GDP_GUANGXI 0.4021 0.059962 2.0 8
GDP_HAINAN 0.4014 0.048172 2.0 8
GDP_CHONGQING 0.4042 0.062467 2.0 8
GDP_SICHUAN 0.4021 0.055438 2.0 8
GDP_GUIZHOU 0.3981 0.059580 2.0 8
GDP_YUNNAN 0.4010 0.043965 2.0 8
GDP_XIZANG 0.4017 0.041499 2.0 8
GDP_SHANXI 0.4021 0.075704 2.0 8
GDP_GANSU 0.4032 0.045508 2.0 8
GDP_QINGHAI 0.3990 0.064603 2.0 8
GDP_NINGXIA 0.3978 0.075967 2.0 8
GDP_XINJIANG 0.4047 0.042358 2.0 8