| Null Hypothesis: LOGY has a unit root | |
| Exogenous: Constant | | |
| Lag Length: 0 (Automatic - based on SIC, maxlag=1) |
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| | | | t-Statistic | Prob.* |
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Augmented Dickey-Fuller test statistic | -1.631039 | 0.4325 |
| Test critical values: | 1% level | | -4.297073 | |
| | 5% level | | -3.212696 | |
| | 10% level | | -2.747676 | |
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| *MacKinnon (1996) one-sided p-values. | |
| Warning: Probabilities and critical values calculated for 20 observations |
| and may not be accurate for a sample size of 10 |
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| Augmented Dickey-Fuller Test Equation | |
| Dependent Variable: D(LOGY) | | |
| Method: Least Squares | | |
| Date: 12/21/16 Time: 21:27 | | |
| Sample (adjusted): 2005 2014 | | |
| Included observations: 10 after adjustments | |
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| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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| LOGY(-1) | -0.056498 | 0.034639 | -1.631039 | 0.1415 |
| C | 1.175016 | 0.627536 | 1.872428 | 0.0980 |
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| R-squared | 0.249551 | Mean dependent var | 0.151835 |
| Adjusted R-squared | 0.155745 | S.D. dependent var | 0.056870 |
| S.E. of regression | 0.052254 | Akaike info criterion | -2.888537 |
| Sum squared resid | 0.021844 | Schwarz criterion | -2.828020 |
| Log likelihood | 16.44268 | Hannan-Quinn criter. | -2.954924 |
| F-statistic | 2.660289 | Durbin-Watson stat | 2.201271 |
| Prob(F-statistic) | 0.141528 | | | |
我看不懂怎么检验,这个是水平下的检验,还有我想进行协整检验居然进行不了??求大神助攻。