面板数据使用LLC方法进行单位根检验,进行差分后再检验就是平稳的意思吗? 如何看单位根检验的结果
检验结果如下:
xtunitroot llc lnpfi
Levin-Lin-Chu unit-root test for lnpfi
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Ho: Panels contain unit roots Number of panels = 31
Ha: Panels are stationary Number of periods = 15
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 7.00 lags average (chosen by LLC)
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Statistic p-value
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Unadjusted t -2.0356
Adjusted t* -0.1518 0.4397
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. xtunitroot llc D.lnpfi
Levin-Lin-Chu unit-root test for D.lnpfi
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Ho: Panels contain unit roots Number of panels = 31
Ha: Panels are stationary Number of periods = 14
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 7.00 lags average (chosen by LLC)
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Statistic p-value
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Unadjusted t -15.4607
Adjusted t* -8.1944 0.0000
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