Null Hypothesis: D(SHFU) has a unit root    
Exogenous: Constant, Linear Trend    
Lag Length: 0 (Automatic based on SIC, MAXLAG=18)    
    
   t-Statistic   Prob.*
    
Augmented Dickey-Fuller test statistic   -27.85751  0.0000
Test critical values: 1% level  -3.974798 
 5% level  -3.417996 
 10% level  -3.131459 
    
*MacKinnon (1996) one-sided p-values.    
    
    
Augmented Dickey-Fuller Test Equation    
Dependent Variable: D(SHFU,2)    
Method: Least Squares    
Date: 08/15/08   Time: 10:41    
Sample (adjusted): 3 553    
Included observations: 551 after adjustments    
    
                             Coefficient     Std.    Error   t-Statistic         Prob. 
    
D(SHFU(-1)) -1.184753     0.042529                 -27.85751     0.0000
C                   -0.072375    5.633216                 -0.012848      0.9898
@TREND(1)   0.015222    0.017649                  0.862474       0.3888
    
R-squared 0.586129     Mean dependent var  -0.573503
Adjusted R-squared 0.584619     S.D. dependent var  102.1656
S.E. of regression 65.84583     Akaike info criterion  11.21794
Sum squared resid 2375949.     Schwarz criterion  11.24141
Log likelihood -3087.542     Hannan-Quinn criter.  11.22711
F-statistic 388.0424     Durbin-Watson stat  1.987465
Prob(F-statistic) 0.000000   
    
我知道检验结果显示有一个单位根，但是下面两个红色的P值，是不是表明没通过啊？还是说其他的什么？Log likelihood 是什么意思？越打越好还是越小越好？谢谢大家了。

 Coefficient     Std.    Error   t-Statistic         Prob. 
    
D(SHFU(-1)) -1.184753     0.042529                 -27.85751     0.0000
C                   -0.072375    5.633216                 -0.012848      0.9898
@TREND(1)   0.015222    0.017649                  0.862474       0.3888

[此贴子已经被作者于2008-8-15 13:05:26编辑过]