没有什么p检验，只有检验中的p值，不管什么检验（t,F，卡方），结果中都会给出统计量的值和相应的p值，我的回答是，只看p值即可！具体原因，请察看p值的含义

关于单侧还是双侧检验，是在做统计推断之前，做假设的时候，根据经济理论来确定的，并不是一个统计问题！

对于"我的回答是，只看p值即可！ ”意思：将它当作检验过程中有助于快速找到显著水平的工具？

对于“关于单侧还是双侧检验，是在做统计推断之前，做假设的时候，根据经济理论来确定的，并不是一个统计问题！”，意思：无论是单侧还是双侧是自己设定的，不能够同时出现？

继续关注中！

奖励随机过程266币！

t值是临界值，p是概率

p值是计量经济结果对应的精确的显著性水平，一个0.07的p值说明有关系数在0.07水平上显著。

To: 人人

Your problem (sorry for this word) is that you do not fully understand the meaning of a test statistic. It is just a r.v. following some distribution (such that we may have its pdf or cdf). If it happens to be a distribtuion that is well-known, e.g. t, F, Chi-square, or Gaussian, then statistical inference can be done. either significance level ,p-value will be a simple by-product. This is partly why in some textbook, say for simple linear model, people will aruge that in order to do statistical inference we need a distributional assumption on the error terms of the model. or in an asypmtotical case, the modeler needs to impose some sort of moment conditions (iid, mixing) such that an appropriate CLT or functional CLT can be applied to derive the asymptotic distribution of the test statistic.

As long as the distribution of the test statistic is known, tail area of the distri can be obtained. If it is a t, fine, every textbook provides the table. If one has a distribution which is not well-known, the corresponding table can be generated by simulation (the empirical CDF). ADF test is a case of this.

I am not trying to earn the money from you. But from your comment in Floor3, I was stimulated to make some comments.

两个问题的回答都是“是”！但并不代表这个问题好或者是你理解了！

关于显著性水平与p值得区别，请随便查阅一本初等概率统计书籍！你的第一个问题便得解！

第二个问题可能会是一个普遍存在的问题，数理统计基础不好的人可能都会误解！例如单位根检验就是单侧检验，因为依据有效市场的经济理论，参数是不可能大于1的！

只能回答这些了！若要细致了解，只能靠你自己努力学了！