0.137
0.173
0.156
0.172
0.236
0.267
0.384
0.529
test for unit root in:level

include in test equation:intercept

lagged differences:1

结果如下：

ADF Test Statistic  3.294767     1%   Critical Value*  -5.2459
      5%   Critical Value  -3.5507
      10% Critical Value  -2.9312
    
*MacKinnon critical values for rejection of hypothesis of a unit root.    
    
    
Augmented Dickey-Fuller Test Equation    
Dependent Variable: D(SER02)    
Method: Least Squares    
Date: 04/09/08   Time: 21:22    
Sample(adjusted): 2001 2006    
Included observations: 6 after adjusting endpoints    
    
Variable Coefficient Std. Error t-Statistic Prob. 
    
SER02(-1) 1.139858 0.345960 3.294767 0.0459
D(SER02(-1)) -1.140645 0.653708 -1.744883 0.1793
C -0.157397 0.058794 -2.677105 0.0752
    
R-squared 0.853831     Mean dependent var  0.059333
Adjusted R-squared 0.756384     S.D. dependent var  0.061957
S.E. of regression 0.030580     Akaike info criterion  -3.830063
Sum squared resid 0.002805     Schwarz criterion  -3.934184
Log likelihood 14.49019     F-statistic  8.762061
Durbin-Watson stat 2.656348     Prob(F-statistic)  0.055884
    
 数据

0.459000
 0.419000
 0.387000
 0.399000
 0.378000
 0.407000
 0.366000
 0.358000
结果：

ADF Test Statistic -1.503478     1%   Critical Value*  -5.2459
      5%   Critical Value  -3.5507
      10% Critical Value  -2.9312
    
*MacKinnon critical values for rejection of hypothesis of a unit root.    
    
    
Augmented Dickey-Fuller Test Equation    
Dependent Variable: D(SER01)    
Method: Least Squares    
Date: 04/09/08   Time: 21:10    
Sample(adjusted): 2001 2006    
Included observations: 6 after adjusting endpoints    
    
Variable Coefficient Std. Error t-Statistic Prob. 
    
SER01(-1) -0.859376 0.571592 -1.503478 0.2298
D(SER01(-1)) -0.208434 0.380150 -0.548295 0.6217
C 0.324051 0.226819 1.428674 0.2484
    
R-squared 0.546419     Mean dependent var  -0.010167
Adjusted R-squared 0.244032     S.D. dependent var  0.026739
S.E. of regression 0.023248     Akaike info criterion  -4.378300
Sum squared resid 0.001621     Schwarz criterion  -4.482421
Log likelihood 16.13490     F-statistic  1.807017
Durbin-Watson stat 1.619286     Prob(F-statistic)  0.305480
    这样的结果是平稳的吗？我怎么看不懂呢？

[此贴子已经被作者于2008-4-9 21:24:52编辑过]