小谨 发表于 2014-1-26 19:28 
你先做一个，把结果列出来再问，就清楚了
Null Hypothesis: Unit root (common unit root process)
Series: A_000018, A_000017, A_600634, A_600980, A_000908, A_600234,
A_600769, A_000509, A_600444, A_600265, A_600538, A_600155,
A_600579, A_002265, A_000676, A_600817, A_600539, A_002047,
A_600698, A_600358, A_000403, A_600793, A_200770, A_600091,
A_002200, A_000958, A_002162, A_600074, A_600319, A_000953,
A_600301, A_600381, A_000617, A_600555, A_200054, A_000751,
A_600760, A_000594, A_600961, A_600707, A_002506, A_000056,
A_600087, A_601268, A_000717, A_000898, A_601919
Date: 01/26/14 Time: 23:45
Sample: 2008 2012
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0
Newey-West automatic bandwidth selection and Bartlett kernel
Total number of observations: 183
Cross-sections included: 46 (1 dropped)
Method Statistic Prob.**
Levin, Lin & Chu t* -37.0509 0.0000
** Probabilities are computed assuming asympotic normality
Intermediate results on A?
2nd Stage Variance HAC of Max Band-
Series Coefficient of Reg Dep. Lag Lag width Obs
A_000018 -0.53976 0.0007 0.0024 0 0 0.0 4
A_000017 -1.09051 7.E-05 0.0001 0 0 0.0 4
A_600634 -1.10374 0.1406 5.4520 0 0 0.0 4
A_600980 -4.01380 0.3051 0.4505 0 0 1.0 4
A_000908 -0.43036 0.0272 0.0082 0 0 3.0 4
A_600234 -1.80020 0.0006 0.0007 0 0 3.0 4
A_600769 -0.17923 0.0085 0.0016 0 0 3.0 4
A_000509 -0.74862 0.0109 0.0148 0 0 0.0 4
A_600444 -0.55304 0.0007 0.0004 0 0 3.0 4
A_600265 -0.15310 0.0159 0.0027 0 0 3.0 4
A_600538 -0.66271 0.0005 0.0043 0 0 0.0 4
A_600155 -1.25215 0.0051 0.0031 0 0 3.0 4
A_600579 -0.90125 0.0031 0.0029 0 0 2.0 4
A_002265 -0.88797 0.0021 0.0011 0 0 2.0 4
A_000676 -1.35664 0.0202 0.0353 0 0 1.0 4
A_600817 -70.4657 0.0895 0.0922 0 0 0.0 4
A_600539 0.96019 0.3915 0.6566 0 0 1.0 4
A_002047 -1.02726 0.0587 0.0907 0 0 1.0 4
A_600698 -4.81891 0.4583 0.5950 0 0 0.0 4
A_600358 -0.49585 0.0140 0.0027 0 0 3.0 4
A_000403 -1.02655 0.0208 0.0159 0 0 3.0 4
A_600793 -1.57300 0.0107 0.0107 0 0 3.0 4
A_200770 -0.71165 0.0001 0.0168 0 0 0.0 4
A_600091 -1.02804 0.0008 0.0028 0 0 3.0 4
A_002200 -0.96512 0.0022 0.9763 0 0 0.0 4
A_000958 -0.28706 0.0048 0.0012 0 0 3.0 4
A_002162 -1.27966 0.0691 0.0319 0 0 3.0 4
A_600074 -0.72216 0.5572 0.1805 0 0 3.0 4
A_600319 -0.47873 0.0027 0.0011 0 0 2.0 4
A_000953 -1.15112 0.0001 0.0015 0 0 0.0 4
A_600301 -0.98086 0.0411 0.0265 0 0 2.0 4
A_600381 -0.77052 0.8072 0.2635 0 0 3.0 4
A_000617 -2.49778 0.0007 0.0017 0 0 3.0 4
A_600555 -0.22535 0.0147 0.0092 0 0 3.0 4
A_200054 0.01682 0.0039 0.0039 0 0 0.0 4
A_000751 0.45823 0.0220 0.0230 0 0 0.0 4
A_600760 -1.00401 0.0120 0.0249 0 0 0.0 4
A_000594 -1.33511 6.1137 5.0068 0 0 3.0 4
A_600961 -0.19395 0.0423 0.0117 0 0 3.0 4
A_600707 -1.48791 0.5062 0.3559 0 0 3.0 4
A_002506 Dropped from Test
A_000056 -0.45252 0.6663 0.7365 0 0 0.0 4
A_600087 0.28786 0.0126 0.0167 0 0 0.0 4
A_601268 -1.48997 0.0152 0.0415 0 0 1.0 3
A_000717 -0.84221 0.0200 0.0194 0 0 1.0 4
A_000898 -1.41704 0.0064 0.0051 0 0 3.0 4
A_601919 -0.91592 0.1076 0.0444 0 0 3.0 4
Coefficient t-Stat SE Reg mu* sig* Obs
Pooled -0.85223 -35.723 1.419 -0.554 0.919 183
都是些什么意思呢？
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