Pool unit root test: Summary
Series: LOGGDPHZ, LOGGDPCD, LOGGDPHEB, LOGGDPGZ,
LOGGDPCQ, LOGGDPNJ, LOGGDPSH, LOGGDPNN, LOGGDPTJ,
LOGGDPWH, LOGGDPBJ, LOGGDPSY, LOGGDPFZ, LOGGDPSZ,
LOGGDPWLMQ, LOGGDPHF, LOGGDPJN, LOGGDPXA
Date: 08/02/08 Time: 19:56
Sample: 1990 2007
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 3
Newey-West bandwidth selection using Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -5.97380 0.0000 18 263
Breitung t-stat -2.45875 0.0070 18 245
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -7.96963 0.0000 18 263
ADF - Fisher Chi-square 141.408 0.0000 18 263
PP - Fisher Chi-square 11.2064 1.0000 18 302
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
我这是用gdp的自然对数的数据作单位根检验,经过画图发现 存在趋势项和截距项 ,结果得出这样结论 其他几个都拒绝原假设认为是平稳序列,而PP则接受原假设,那么这到底是平稳的还是非平稳的?