各位好,我的第二专业论文需要用到adf检验、granger检验和协整检验,有哪位好心人能帮助解答一堆问题么,我的QQ:248159330,或者留下方式,万分感谢。
先帮偶看看这个数据平稳不,我把两列数据导入直接用adf检验的,还有是怎么看的呀?
Null Hypothesis: Unit root (individual unit root process)
Series: SHANDONG, GOLD_PRICE
Date: 03/20/10 Time: 19:50
Sample: 1 394
Exogenous variables: None
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0
Total (balanced) observations: 786
Cross-sections included: 2
Method Statistic Prob.**
ADF - Fisher Chi-square 1.34967 0.8529
ADF - Choi Z-stat 0.86249 0.8058
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
Intermediate ADF test results UNTITLED