哪位大师能帮我解答,下面的ADF检验结果都算是一阶平稳吗?是看t统计量只要小于任意一显著水平的临界值就行吗?接下来如何做协整检验?
Null Hypothesis: D(LNGDP) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic - based on AIC, maxlag=9)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.401354 0.0685
Test critical values: 1% level -4.262735
5% level -3.552973
10% level -3.209642
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNGDP,2)
Method: Least Squares
Date: 05/27/16 Time: 15:00
Sample (adjusted): 1982 2014
Included observations: 33 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(LNGDP(-1)) -0.616437 0.181233 -3.401354 0.0020
D(LNGDP(-1),2) 0.199157 0.180022 1.106289 0.2777
C 0.143120 0.045135 3.170920 0.0036
Null Hypothesis: D(LNFDI) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on AIC, maxlag=9)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.845376 0.0002
Test critical values: 1% level -4.252879
5% level -3.548490
10% level -3.207094
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNFDI,2)
Method: Least Squares
Date: 05/27/16 Time: 15:00
Sample (adjusted): 1981 2014
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(LNFDI(-1)) -0.887595 0.151846 -5.845376 0.0000
C 0.417215 0.127597 3.269793 0.0026
@TREND(1979) -0.013192 0.005175 -2.549146 0.0160