做序列平稳性检验时所用的检验方程是否含截距项(常数项)怎么确定,判断的标准时什么?比如我这两个序列的检验方程是否要含截距项,
序列1
| 0.012 |
| 0.0124 |
| -0.0014 |
| 0.03 |
| 0.01 |
| 0.019 |
| 0 |
| -0.007 |
| 0.0099 |
| 0.002 |
| 0.0031 |
| -0.0118 |
| 0.0149 |
| 0.0289 |
| 0.0181 |
| 0.0623 |
| 0.0402 |
| 0.0128 |
| -0.0037 |
| -0.0158 |
| 0.0041 |
| -0.2118 |
| -0.0868 |
序列2:
| 0.0019 |
| -0.0023 |
| 0.0016 |
| -0.1012 |
| -0.047 |
| -0.023 |
| -0.0159 |
| -0.4671 |
| -0.0027 |
| -0.1073 |
| -0.0137 |
| 0.1727 |
| -0.0106 |
| -0.0234 |
| -0.0232 |
| -0.1392 |
| 0.0005 |
| -0.0055 |
| 0.0964 |
| 0.0162 |
| 0.0203 |
| 0.0239 |
| 0.0035 |