在用urca中的ur.df()对序列进行平稳性检验时得到如下结果：
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Test regression trend
Call:
lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)
Residuals:
Min 1Q Median 3Q Max
-2.1992 -0.3899 0.0429 0.4191 1.7166
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 30.41523 15.30940 1.99 0.051 .
z.lag.1 -0.07579 0.03813 -1.99 0.050 .
tt 0.01390 0.00642 2.16 0.034 *
z.diff.lag1 0.28487 0.11436 2.49 0.015 *
z.diff.lag2 0.08002 0.11609 0.69 0.493
---Signif. codes: 0 ✬***✬ 0.001 ✬**✬ 0.01 ✬*✬ 0.05 ✬.✬ 0.1 ✬ ✬ 1
Residual standard error: 0.685 on 76 degrees of freedom
Multiple R-squared: 0.135, Adjusted R-squared: 0.0899
F-statistic: 2.98 on 4 and 76 DF, p-value: 0.0244
Value of test-statistic is: -1.9875 2.3 2.3817
Critical values for test statistics:
1pct 5pct 10pct
tau3 -4.04 -3.45 -3.15
phi2 6.50 4.88 4.16
phi3 8.73 6.49 5.47
想问一下红色部分的结果代表什么意思？谢谢！