凤凰花开08 发表于 2018-3-14 21:12 
每次进行一个系列的检验。如第一行,对变量取对数之后的单位根检验,在具体操作时,选择检验类型是有常数 ...
这是检验结果,麻烦您看下是否有问题,还想请教一下:第三行、第五行的变量是什么呢?
Null Hypothesis: LNX has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.773125 0.6749
Test critical values: 1% level -4.571559
5% level -3.690814
10% level -3.286909
*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 18
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNX)
Method: Least Squares
Date: 03/15/18 Time: 09:28
Sample (adjusted): 1999 2016
Included observations: 18 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LNX(-1) -0.349312 0.197004 -1.773125 0.0965
C 4.173241 2.412667 1.729721 0.1042
@TREND(1998) -0.046626 0.027276 -1.709407 0.1080
R-squared 0.173290 Mean dependent var -0.101556
Adjusted R-squared 0.063062 S.D. dependent var 0.159603
S.E. of regression 0.154488 Akaike info criterion -0.746385
Sum squared resid 0.358000 Schwarz criterion -0.597989
Log likelihood 9.717462 Hannan-Quinn criter. -0.725923
F-statistic 1.572107 Durbin-Watson stat 1.782988
Prob(F-statistic) 0.239965