ADF单位根检验,我的时间序列式从2003到2015,可是里面的结果,下面有个simple是从2006-2015,这是为什么,怎么调整?求助大神Null Hypothesis: D(LNEGDP) has a unit root Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic - based on SIC, maxlag=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.655353 0.0067
Test critical values: 1% level -5.295384
5% level -4.008157
10% level -3.460791
*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
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNEGDP,2)
Method: Least Squares
Date: 03/09/18 Time: 08:20
Sample (adjusted): 2006 2015
Included observations: 10 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(LNEGDP(-1)) -2.470964 0.436925 -5.655353 0.0013
D(LNEGDP(-1),2) 0.720781 0.258882 2.784209 0.0318
C 0.542547 0.105419 5.146551 0.0021
@TREND("2003") -0.027678 0.006206 -4.460020 0.0043
R-squared 0.883187 Mean dependent var -0.014889
Adjusted R-squared 0.824780 S.D. dependent var 0.074809
S.E. of regression 0.031315 Akaike info criterion -3.800294
Sum squared resid 0.005884 Schwarz criterion -3.679260
Log likelihood 23.00147 Hannan-Quinn criter. -3.933068
F-statistic 15.12136 Durbin-Watson stat 1.388052
Prob(F-statistic) 0.003330