Newey-West bandwidth selection using Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -1.88762 0.0295 29 224
Breitung t-stat -3.96624 0.0000 29 195
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -0.68013 0.2482 29 224
ADF - Fisher Chi-square 89.0099 0.0055 29 224
PP - Fisher Chi-square 138.488 0.0000 29 232
Null: No unit root (assumes common unit root process)
Hadri Z-stat 4.00845 0.0000 29 261
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other tests assume asymptotic normality.
其余检验通过,但Im, Pesaran and Shin W-stat检验未通过,这种情况怎么处理呢。 可以确定不存在单位根吗? 求助下大家