Null Hypothesis: Unit root (individual unit root process)
Series: PEOPLE, GDP
Date: 06/01/15 Time: 11:16
Sample: 1999 2013
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 1
Total (balanced) observations: 11
Cross-sections included: 1 (1 dropped)
Method Statistic Prob.**
ADF - Fisher Chi-square 14.8117 0.0006
ADF - Choi Z-stat -3.23524 0.0006
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
Intermediate ADF test results D(UNTITLED,2)
Series Prob. Lag Max Lag Obs
D(PEOPLE,2) Dropped from Test
D(GDP,2) 0.0006 1 1 11
每一步里都有dropped from test,什么意思啊