一枝如画 发表于 2013-8-22 11:24 
Null Hypothesis: Unit root (individual unit root process)
Series: MSIS_, MSELC_
Date: 0 ...
Series: CR10IS_, CR10ELC_
Date: 08/20/13 Time: 22:09
Sample: 2002 2011
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 1
and Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -2.19672 0.0140 2 13
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.03552 0.1502 2 13
ADF - Fisher Chi-square 8.51929 0.0743 2 13
PP - Fisher Chi-square 13.3466 0.0097 2 14
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
这种里面的ADF检验结果,算不算平稳呢,谢谢了,急用。