各位面板高手,能帮我看看下面面板单位根F-ADF检验结果吗?
Null Hypothesis: Unit root (individual unit root process)
Date: 08/01/09 Time: 12:49
Sample: 1979 2007
Series: LNLCANYIN, LNLFANGDICHAN, LNLJIAOYU, LNLJINRONG,
LNLKEXUEYANJIU, LNLSHEHUIFUWU, LNLWEISHENG,
LNLYUNSHU
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 2
Total number of observations: 207
Cross-sections included: 8
Method Statistic Prob.**
ADF - Fisher Chi-square 9.13460 0.9078
ADF - Choi Z-stat 2.59340 0.9952
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic
normality.
Intermediate ADF test results UNTITLED
Series Prob. Lag Max Lag Obs
LNLCANYIN 0.9948 2 6 26
LNLFANGDICHAN 0.9873 0 2 14
LNLJIAOYU 0.7922 0 6 28
LNLJINRONG 0.0497 0 6 28
LNLKEXUEYANJIU 0.5639 0 6 28
LNLSHEHUIFUWU 0.6114 0 6 28
LNLWEISHENG 0.9826 1 6 27
LNLYUNSHU 0.7933 0 6 28
请问如何才能得到各序列的F-ADF统计量呢?