各位大神,我用 银行间同业拆借加权平均利率 做单位根检验,勾了intercept数据是平稳的, 勾了none时数据就是不平稳的了。这种情况能不能说该序是不平稳的啊????好想要个一阶单整的利率啊啊啊啊啊啊求帮助啊 结果做出来如下:
Null Hypothesis: SERIES01 has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=14)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.999033 0.0000
Test critical values: 1% level -3.465014
5% level -2.876677
10% level -2.574917
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: SERIES01 has a unit root
Exogenous: None
Lag Length: 2 (Automatic - based on SIC, maxlag=14)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.062595 0.2596
Test critical values: 1% level -2.577387
5% level -1.942536
10% level -1.615571