为什么DF-GLS结果没显示,这是为什么啊?还有SC和MAIC选择的滞后阶数系数也大于10%,那系统这么选择的理由是什么啊?
. dfgls d.y
DF-GLS for D.y Number of obs = 4
Maxlag = 7 chosen by Schwert criterion
DF-GLS tau 1% Critical 5% Critical 10% Critical
[lags] Test Statistic Value Value Value
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7 . -3.770 -97.533 -74.736
6 . -3.770 -57.590 -42.679
5 . -3.770 -30.168 -20.823
4 . -3.770 -12.961 -7.263
3 . -3.770 -3.663 -0.093
2 -0.913 -3.770 0.033 2.589
1 -0.750 -3.770 0.432 2.688
Opt Lag (Ng-Perron seq t) = 0 [use maxlag(0)]
Min SC = -2.263213 at lag 2 with RMSE .1917684
Min MAIC = 2.58627 at lag 1 with RMSE .2337218