ADF Test Statistic 0.307094 1% Critical Value* -5.8034
5% Critical Value -3.7441
10% Critical Value -3.0339
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SER02,2)
Method: Least Squares
Date: 04/10/08 Time: 10:46
Sample(adjusted): 2002 2006
Included observations: 5 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(SER02(-1)) 0.306484 0.998014 0.307094 0.7878
D(SER02(-1),2) -0.591080 0.879496 -0.672066 0.5708
C 0.029042 0.038592 0.752535 0.5302
R-squared 0.267256 Mean dependent var 0.032400
Adjusted R-squared -0.465489 S.D. dependent var 0.043050
S.E. of regression 0.052115 Akaike info criterion -2.787012
Sum squared resid 0.005432 Schwarz criterion -3.021350
Log likelihood 9.967531 F-statistic 0.364733
Durbin-Watson stat 3.211088 Prob(F-statistic) 0.732744
这是一阶差分后的结果,算是通过检验了吗,