Date: 03/18/15 Time: 09:42
Sample: 2011 2013
Exogenous variables: None
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0
Newey-West automatic bandwidth selection and Bartlett kernel
Balanced observations for each test
Cross-
Method
Statistic
Prob.**
sections
Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t*
-0.10572
0.4579
110
220
Null: Unit root (assumes individual unit root process)
ADF - Fisher Chi-square
414.626
0
PP - Fisher Chi-square
448.392
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
这是我最后出来的结果,但是不知道是什么意思,这个还需要进行协整检验吗?应该怎么做呀,求各位知道以下。
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胖胖小龟宝 发表于 2015-3-18 11:34 ADF /PP都显示是平稳的序列 如果面板数据的话可以验证协整