为什么实际值和p值没有啊?
. dfuller y,trend
Dickey-Fuller test for unit root Number of obs = 12
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -3.188 -4.380 -3.600 -3.240
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0867
. di 12 * (13/100)^(1/4)
7.2055491
. dfuller y,lags(6) trend reg
Augmented Dickey-Fuller test for unit root Number of obs = 6
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) . -4.380 -3.600 -3.240
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 1.0000
------------------------------------------------------------------------------
D.y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
y |
L1. | 0 0 . . . .
LD. | -.7743167 0 . . . .
L2D. | -.5354325 0 . . . .
L3D. | -1.994394 0 . . . .
L4D. | -2.067754 0 . . . .
L5D. | 0 0 . . . .
L6D. | 0 0 . . . .
_trend | -.1651996 0 . . . .
_cons | 3.183784 0 . . . .
------------------------------------------------------------------------------