. ipshinD2.energy,lags(1)

Im-Pesaran-Shintest for cross-sectionally demeaned D2.energy

Deterministicschosen: constant

t-bar test, N,T =(3,9)           Obs = 21     

Augmented by 1lags (average)

    t-bar    cv10      cv5       cv1  W[t-bar]    P-value

   -2.387  -2.100    -2.280    -2.660  -1.390     0.082 （二阶差分后平稳）

. ipshinD3.energy,lags(1)

Im-Pesaran-Shintest for cross-sectionally demeaned D3.energy

Deterministicschosen: constant

t-bar test, N,T =(3,8)           Obs = 18     

Augmented by 1lags (average)

    t-bar    cv10      cv5       cv1  W[t-bar]    P-value

   -1.316  -2.100    -2.280    -2.660   0.265     0.605

二阶平稳，三阶不平稳？正常来说随机变量之差应该还是随机变量，那么二阶平稳的话说明三阶也是平稳…