我是初学面板模型的菜鸟,得到如下这样的结果,请哪位人士给指导一下如何判断是否存在单位根,多谢!
Null Hypothesis: Unit root (individual unit root process)
Series: Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y11, Y12, Y13, Y14, Y15,
Y16, Y17, Y18, Y19, Y20, Y21, Y22, Y23, Y24, Y25, Y26, Y27, Y28, Y29,
Y30, Y31, Y32, Y33
Date: 01/08/10 Time: 21:57
Sample: 2001 2007
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1
Total number of observations: 185
Cross-sections included: 33
Method Statistic Prob.**
ADF - Fisher Chi-square 137.235 0.0000
ADF - Choi Z-stat -5.34351 0.0000