一列面板数据的单位根分析结果如下,时序万恶诶8,截面上样本为11,谁帮结果解释一下,尤其是“Intermediate ADF test results PA ”那11个结果是什么意思?根据这个结果下一步该怎么办。谢谢各位大仙了。
Null Hypothesis: Unit root (individual unit root process)
Date: 07/07/13 Time: 20:13
Sample: 2004 2011
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1
Total number of observations: 71
Cross-sections included: 11
Method Statistic Prob.**
ADF - Fisher Chi-square 57.2850 0.0001
ADF - Choi Z-stat -4.31880 0.0000
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic
normality.
Intermediate ADF test results PA
Cross -section Prob. Lag Max Lag Obs
1 0.1301 0 1 7
2 0.1183 1 1 6
3 0.1072 1 1 6
4 0.1380 0 1 7
5 0.0480 0 1 7
6 0.1066 1 1 6
7 0.0013 1 1 6
8 0.0592 0 1 7
9 0.0826 0 1 7
10 0.0674 1 1 6
11 0.7559 1 1 6