有两个问题想 请教下:1. 结果上方的t值出来个负值,是只要绝对值大于相应水平的临界值就可以了还是一定数值上要比临界值小啊?
2. 我检验出来的结果是像这样的Null Hypothesis: X2 has a unit root
Exogenous: None
Lag Length: 1 (Automatic - based on SIC, maxlag=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 7.057521115985025 0.9999858223107877
Test critical values: 1% level -2.792154432912611
5% level -1.977738425973977
10% level -1.602073862002199
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 11
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(X2)
Method: Least Squares
Date: 12/09/14 Time: 21:04
Sample (adjusted): 2002 2012
Included observations: 11 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
X2(-1) 0.6207641839326856 0.08795782169559191 7.057521115985025 5.93673066837654e-05
D(X2(-1)) -0.9887581857813739 0.3246040792171817 -3.046043623869029 0.01388147534031165
R-squared 0.9806947898649869 Mean dependent var 49678.90909090909
Adjusted R-squared 0.978549766516652 S.D. dependent var 47577.99016027169
S.E. of regression 6968.224016640629 Akaike info criterion 20.69907406930602
Sum squared resid 437005313.5147854 Schwarz criterion 20.77141866436026
Log likelihood -111.8449073811831 Hannan-Quinn criter. 20.65347093582372
Durbin-Watson stat 1.805448691515499
但是看到很多论文中出现的都是诸如(c,t,0) 临界值 结论 这样的格式,请问这种格式的结果是系统自动生成的吗?我要如何输出这种结果呢?