5.0版,我就直接点击了unit root test键,然后出来这个-;
据说要多试几个取最优,请问怎么多试呢,直接默认的这个出来是一阶么?什么是一阶,滞后一个数据么?什么是质(aic质最小?)
Augmented Dickey-Fuller test statistic 15.40781 1.0000
Test critical values: 1% level -3.769597
5% level -3.004861
10% level -2.642242
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X(-1) 0.332009 0.021548 15.40781 0.0000
C -104.0924 30.76302 -3.383687 0.0030
R-squared 0.922300 Mean dependent var 234.0091
Adjusted R-squared 0.918415 S.D. dependent var 354.0471
S.E. of regression 101.1267 Akaike info criterion 12.15713
Sum squared resid 204532.1 Schwarz criterion 12.25632
Log likelihood -131.7285 F-statistic 237.4007
Durbin-Watson stat 2.170291 Prob(F-statistic) 0.000000