数据序列明显呈上升趋势,很显然是非平稳数据,结果ADF检验结果是平稳的。结果如下:
Null Hypothesis: ANHUISHENQING has a unit root
Exogenous: Constant
Lag Length: 4 (Automatic based on SIC, MAXLAG=5)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.460129 0.0201
Test critical values: 1% level -3.788030
5% level -3.012363
10% level -2.646119
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(ANHUISHENQING)
Method: Least Squares
Date: 08/21/13 Time: 14:33
Sample (adjusted): 1990 2010
Included observations: 21 after adjustments