胖胖小龟宝 发表于 2018-3-1 15:27 
个人觉得结果显示变量不平稳
谢谢您的回复,我好像刚才做错了,应该只选用一列数据,刚刚我做了省GDP 的adf检验,麻烦您看看
Null Hypothesis: Y has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.112104 0.0131
Test critical values: 1% level -4.297073
5% level -3.212696
10% level -2.747676
*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