各位大神，有谁用R做过面板数据的CIPS检验吗？为什么我每次检验的结果都是： p-value = 0.1（ p-value greater than printed p-value），而用其他检验却没问题？以下是运行结果，基本上每个变量P值都是0.1，请各位大神不吝赐教，感激涕零！


> cipstest(pmdata$PM, type = "trend")

        Pesaran's CIPS test for unit roots

data:  pmdata$PM
CIPS test = -2.1031, lag order = 2, p-value = 0.1
alternative hypothesis: Stationarity

Warning message:
In cipstest(pmdata$PM2.5, type = "trend") :
  p-value greater than printed p-value