平稳性检验结果
Null Hypothesis: W has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic based on SIC, MAXLAG=3)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 3.931597275824452 0.9999876394528122
Test critical values: 1% level -4.121989944705691
5% level -3.144919702357464
10% level -2.713750903328943
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 12
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(W)
Method: Least Squares
Date: 05/22/14 Time: 12:17
Sample (adjusted): 2001 2012
Included observations: 12 after adjustments
R-squared 0.7167386196037541 Mean dependent var 339229627.9768312
Adjusted R-squared 0.6105156019551621 S.D. dependent var 356129062.6531652
S.E. of regression 222255465.3902572 Akaike info criterion 41.53775467144423
Sum squared resid 3.951799351667184e+17 Schwarz criterion 41.69939022137356
Log likelihood -245.2265280286654 Hannan-Quinn criter. 41.47791140035444
F-statistic 6.74748877851385 Durbin-Watson stat 2.240108679649458
Prob(F-statistic) 0.01392710046773644
反正我是完全看不懂的,有大婶可以帮忙给我写一段检验结果吗,还有PP检验是什么。。。下面是结果
Null Hypothesis: W has a unit root
Exogenous: Constant
Bandwidth: 8 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.*
Phillips-Perron test statistic 7.251875029258838 0.9999999590982156
Test critical values: 1% level -4.004424924017169
5% level -3.098896405323372
10% level -2.69043949557234
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 14
Residual variance (no correction) 6.300212929614961e+16
HAC corrected variance (Bartlett kernel) 1.377972339122467e+16
Phillips-Perron Test Equation
Dependent Variable: D(W)
Method: Least Squares
Date: 05/22/14 Time: 12:22
Sample (adjusted): 1999 2012
Included observations: 14 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
W(-1) 0.2102323195178164 0.06912053720569511 3.041531909571075 0.01024466956419396
C 82602396.35213266 100565470.6341012 0.8213793047583338 0.4274478613050093
R-squared 0.4353184682277647 Mean dependent var 294709429.6011524
Adjusted R-squared 0.3882616739134118 S.D. dependent var 346631609.2950057
S.E. of regression 271113415.711656 Akaike info criterion 41.80553627120628
Sum squared resid 8.820298101460945e+17 Schwarz criterion 41.89683017543703
Log likelihood -290.6387538984439 Hannan-Quinn criter. 41.79708535157124
F-statistic 9.250916356939064 Durbin-Watson stat 2.344736802744393
Prob(F-statistic) 0.01024466956419397