. hadrilm smv(a var):
Hadri (2000) panel unit root test for smv
with 3 observations on 4 cross-sectional units
eps Z(mu) P-value Z(tau) P-value
Homo 0.507 0.3059 -1.418 0.9219
Hetero 0.600 0.2744 3.989 0.0000
SerDep 11.180 0.0000 44.673 0.0000
H0: all 4 timeseries in the panel are stationary processes
Homo: homoskedastic disturbances across units
Hetero: heteroskedastic disturbances across units
SerDep: controlling for serial dependence in errors (lag trunc = 5)
上面检验结果中的z(mu)和z(tau)的含义是什么?
上面结果的意思能否简单说一下?