我想做格兰杰因果检验的,先做ADF检验,弄出这样结果,能帮我读一下结果吗?
我这两天才学,我是按书(《EViews使用指南与案例》)上步骤弄出这样结果,但书上弄出结果表现形式和这不一样,不知道问题在那~我用的是eview5.0~从这怎么判断平稳性?希望高手们指点一下!
Null Hypothesis: Unit root (individual unit root process)
Date: 05/27/09 Time: 12:10
Sample: 1978 2007
Series: WLC, GDP
Exogenous variables: None
User specified lags at: 1
Total (balanced) observations: 56
Cross-sections included: 2
Method Statistic Prob.**
ADF - Fisher Chi-square 0.04558 0.9997
ADF - Choi Z-stat 3.86960 0.9999
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic
normality.
Intermediate ADF test results U1
Series Prob. Lag Max Lag Obs
WLC 0.9997 1 1 28
GDP 0.9777 1 1 28