ADF水平状态的图形明显不平稳,至少做一阶以后的检验

ADF Test Statistic -6.984456     1%   Critical Value*  -4.4613
      5%   Critical Value  -3.2695
      10% Critical Value  -2.7822
    
*MacKinnon critical values for rejection of hypothesis of a unit root.    
    
    
Augmented Dickey-Fuller Test Equation    
Dependent Variable: D(GDP,2)    
Method: Least Squares    
Date: 12/07/08   Time: 12:36    
Sample(adjusted): 1997 2005    
Included observations: 9 after adjusting endpoints    
    
Variable Coefficient Std. Error t-Statistic Prob. 
    
D(GDP(-1)) -1.312710 0.187947 -6.984456 0.0060
D(GDP(-1),2) 0.675402 0.138246 4.885503 0.0164
D(GDP(-2),2) -0.080135 0.147205 -0.544379 0.6240
D(GDP(-3),2) 0.418384 0.118171 3.540505 0.0383
D(GDP(-4),2) 0.457170 0.155989 2.930791 0.0610
C 0.180647 0.026948 6.703608 0.0068
    
做的一阶的,(C,0,4)你自己看看

[此贴子已经被作者于2008-12-7 15:04:55编辑过]