Group unit root test: Summary     
Null Hypothesis: Unit root (individual unit root process)     
Date: 12/15/09   Time: 19:45   
Sample: 1 1892   
Series: RETURN   
Exogenous variables: Individual effects   
Automatic selection of maximum lags   
Automatic selection of lags based on SIC: 0   
Total (balanced) observations: 1891   
Cross-sections included: 1   
   
Method                               Statistic        Prob.**
ADF - Fisher Chi-square    23.9731        0.0000
ADF - Choi Z-stat               -4.36947         0.0000
   

** Probabilities for Fisher tests are computed using an asympotic Chi   
        -square distribution. All other tests assume asymptotic   
        normality.   
   
Intermediate ADF test results UNTITLED   
    我直接在EVIEW5里做的啊，为什么没有1%,5%,10% 的临界值呢？是不是软件的问题呢