如果user specified 选1, level  常数项和趋势项,得出下面结果:
 
| Null Hypothesis: LOG(X) has a unit root |   | 
| Exogenous: Constant, Linear Trend |   | 
| Lag Length: 1 (Fixed) |   |   | 
|   |   |   |   |   | 
|   |   |   |   |   | 
|   |   |   | t-Statistic |   Prob.* | 
|   |   |   |   |   | 
|   |   |   |   |   | 
| Augmented Dickey-Fuller test statistic | -3.035172 |  0.2478 | 
| Test critical values: | 1% level |   | -8.235570 |   | 
|   | 5% level |   | -5.338346 |   | 
|   | 10% level |   | -4.187634 |   | 
|   |   |   |   |   | 
|   |   |   |   |   | 
如果user specified 选1,1ST DIFFERENCE  常数项和趋势项,得出下面结果:
 
| Null Hypothesis: D(LOG(X)) has a unit root |   | 
| Exogenous: Constant, Linear Trend |   | 
| Lag Length: 1 (Fixed) |   |   | 
|   |   |   |   |   | 
|   |   |   |   |   | 
|   |   |   | t-Statistic |   Prob.* | 
|   |   |   |   |   | 
|   |   |   |   |   | 
| Augmented Dickey-Fuller test statistic |  NA |  0.5000 | 
| Test critical values: | 1% level |   | -10.66657 |   | 
|   | 5% level |   | -6.482609 |   | 
|   | 10% level |   | -4.819859 |   | 
|   |   |   |   |   | 
|   |   |   |   |   | 
作为新手,看到论坛里面高手解答,时间序列X是一个趋势向上的斜线,所以选择趋势项和常数项。 
user specified 该怎么选择? 是不是应该选常数项和趋势项,这个序列是不是平稳序列,根据结果如何判断?