用eviews的结果是:
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* 0.04515 0.5180 28 112
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat 3.26685 0.9995 28 112
ADF - Fisher Chi-square 11.2922 1.0000 28 112
PP - Fisher Chi-square 8.74118 1.0000 28 112
Null: No unit root (assumes common unit root process)
Hadri Z-stat 10.2082 0.0000 28 140
用stata:
Levin-Lin-Chu test for p Deterministics chosen: constant
Reducing Andrews truncation
Pooled ADF test, N,T = (30,5) Obs = 120
Augmented by 0 lags (average) Truncation: 2 lags
coefficient t-value t-star P > t
-0.76520 -9.962 -6.85181 0.0000
eviews结果表明存在单位根,而stata却显示没有,为什么会出现这种结果呢?stata中给出的Reducing Andrews truncation是什么意思啊?感谢各位大侠的解惑啊