可以帮忙看下这个是有没有单位根的
Null Hypothesis: M has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on SIC, MAXLAG=2)
t-Statistic
Elliott-Rothenberg-Stock DF-GLS test statistic -2.459528
Test critical values: 1% level -3.770000
5% level -3.190000
10% level -2.890000
*Elliott-Rothenberg-Stock (1996, Table 1)
Warning: Test critical values calculated for 50 observations
and may not be accurate for a sample size of 10
DF-GLS Test Equation on GLS Detrended Residuals
Dependent Variable: D(GLSRESID)
Method: Least Squares
Date: 11/21/16 Time: 09:32
Sample (adjusted): 2015M03 2015M12
Included observations: 10 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
GLSRESID(-1) -0.555281 0.225767 -2.459528 0.0393
D(GLSRESID(-1)) 0.649204 0.281940 2.302633 0.0503
R-squared 0.497691 Mean dependent var 2.748017
Adjusted R-squared 0.434902 S.D. dependent var 9635.721
S.E. of regression 7243.460 Akaike info criterion 20.79044
Sum squared resid 4.20E+08 Schwarz criterion 20.85096
Log likelihood -101.9522 Hannan-Quinn criter. 20.72406
Durbin-Watson stat 2.376887