ADF test做的结果，求助大神这个结果到底是平稳还是不平稳，能不能继续做VAR

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收藏 2017-08-02

Augmented Dickey-Fuller Unit root tests
lnX	level	constant	0.0332
		constant and trend	0.9841
		none	0.9365
	first difference	constant	0.1521
		constant and trend	0.0000
		none	0.0402
lnY	level	constant	0.9986
		constant and trend	0.0001
		none	0.0592
	first difference	constant	0.1022
		constant and trend	0.1832
		none	0.0380
lnV	level	constant	0.0036
		constant and trend	0.0069
		none	0.0122
	first difference	constant	0.0000
		constant and trend	0.0000
		none	0.0000
lnP	level	constant	0.0049
		constant and trend	0.3420
		none	0.0000
	first difference	constant	0.0002
		constant and trend	0.0811
		none	0.0050
lnS	level	constant	0.0543
		constant and trend	0.0001
		none	0.9765
	first difference	constant	0.0065
		constant and trend	0.0305
		none	0.0006

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2017-8-3 09:54:49

不差分的情况下变量基本可以在截距项或截距+趋势选项中平稳这样可以考虑VAR的

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