时间序列平稳性检验怎么进行

13622

收藏 2017-06-09

请问这个平稳性检验的过程对吗？结果怎么分析？

. dfuller investment

Dickey-Fuller test for unit root                Number of obs =       24

                           ---------- Interpolated Dickey-Fuller ---------
               Test       1% Critical    5% Critical    10% Critical
            Statistic          Value          Value          Value
------------------------------------------------------------------------------
Z(t)          17.012          -3.750          -3.000          -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 1.0000

. dfuller labor

Dickey-Fuller test for unit root                Number of obs =       24

                           ---------- Interpolated Dickey-Fuller ---------
               Test       1% Critical    5% Critical    10% Critical
            Statistic          Value          Value          Value
------------------------------------------------------------------------------
Z(t)          -0.244          -3.750          -3.000          -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.9330

附件列表

SLITUO@3Z@TW37GVCM~DGOG.png

原图尺寸 11.44 KB