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# Augmented Dickey-Fuller Test Unit Root Test #
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Test regression none

Call:
lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
Residuals:
     Min       1Q   Median       3Q      Max
-2.26637 -0.55108  0.02181  0.45887  2.54097
Coefficients:
           Estimate Std. Error t value Pr(>|t|)   
z.lag.1    -0.04365    0.02020  -2.161   0.0325 *  
z.diff.lag  0.34960    0.07987   4.377 2.38e-05 ***
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Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.8205 on 136 degrees of freedom
Multiple R-squared:  0.1381,    Adjusted R-squared:  0.1254
F-statistic: 10.89 on 2 and 136 DF,  p-value: 4.086e-05

Value of test-statistic is: -2.1605
Critical values for test statistics:
      1pct  5pct 10pct
tau1 -2.58 -1.95 -1.62


求助：1. 残差的P值怎么看 ？   2. ADF统计值是不是 -2.1605 ， 还有显不显著啊？？？