本人是新接触计量。在用eviews6.0进行面板数据进行分析时,不知道怎样去看结果?
结果如下:请问看那几个数值就知道是否存在单位根了?
谢谢各位大神!
Pool unit root test: Summary
Series: EXAUSTRALIA, EXBRAZIL, EXINDIA, EXKOREA, EXMALAYSIA,
EXTHAILAND, EXMEXICO, EXRUSSIA
Date: 03/19/14 Time: 21:59
Sample: 2002 2012
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 1
and Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -4.90934 0.0000 8 71
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -2.23227 0.0128 8 71
ADF - Fisher Chi-square 30.7046 0.0147 8 71
PP - Fisher Chi-square 34.7081 0.0044 8 72
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.