Augmented Dickey-Fuller test statistic | -2.592963 | 0.0140 |
| Test critical values: | 1% level | | -2.754993 | |
| | 5% level | | -1.970978 | |
| | 10% level | | -1.603693 | |
| | | | | |
结果是这样啊,就是不平稳一阶差分后的检验结果如下
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.330905 0.0034
Test critical values: 1% level -2.792154
5% level -1.977738
10% level -1.602074
这个差分序列平稳了有什么意义呢?
差分序列平稳了我也可以说,我的回归是OK的吗?