Null Hypothesis: LNCZ has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 3 (Automatic based on SIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.810685 0.0439
Test critical values: 1% level -4.667883
5% level -3.733200
10% level -3.310349
*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 16
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNCZ)
Method: Least Squares
Date: 01/09/17 Time: 17:17
Sample (adjusted): 2000 2015
Included observations: 16 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LNCZ(-1) -2.027679 0.532104 -3.810685 0.0034
D(LNCZ(-1)) 0.938196 0.423162 2.217107 0.0509
D(LNCZ(-2)) 0.497113 0.322244 1.542663 0.1539
D(LNCZ(-3)) 0.330851 0.220228 1.502311 0.1639
C 12.88230 3.358061 3.836232 0.0033
@TREND(1996) 0.055068 0.015257 3.609344 0.0048
R-squared 0.708762 Mean dependent var 0.029491
Adjusted R-squared 0.563142 S.D. dependent var 0.063701
S.E. of regression 0.042103 Akaike info criterion -3.217384
Sum squared resid 0.017727 Schwarz criterion -2.927663
Log likelihood 31.73907 Hannan-Quinn criter. -3.202548
F-statistic 4.867225 Durbin-Watson stat 2.288891
Prob(F-statistic) 0.016216
大神们求助啊!P值小于0.05,但是看T值的话要比1%水平下的要大,所以到底是不是存在单位根,是不是平稳了?