对面板数据进行分析,单位根是一阶差分平稳,然后进行协整检验,协整检验时是只需要选择individual intercept,还是三个都需要进行检验,同时协整检验结果怎么 看,ADF有两个,是看上面一个还是下面一个
Alternative hypothesis: common AR coefs. (within-dimension)
Weighted
Statistic Prob. Statistic Prob.
Panel v-Statistic -6.405300 1.0000 -6.060737 1.0000
Panel rho-Statistic 3.656191 0.9999 4.809658 1.0000
Panel PP-Statistic -3.660285 0.0001 -18.61301 0.0000
Panel ADF-Statistic -1.266077 0.1027 -8.272489 0.0000
Alternative hypothesis: individual AR coefs. (between-dimension)
Statistic Prob.
Group rho-Statistic 7.480664 1.0000
Group PP-Statistic -26.98741 0.0000
Group ADF-Statistic -9.563064 0.0000
这个结果是否协整。情各位帮忙解答一下,急求,谢谢