请问,我应该看哪个项目作为是不是平稳序列呀
谢谢啦!我要检验的是四个序列,CPI HSCPI LNCPI和LNHSPI
Null Hypothesis: Unit root (individual unit root process)
Series: SERIES01, CPI, HSPI, LNCPI, LNHSPI
Date: 03/27/10 Time: 18:02
Sample: 2005M07 2009M12
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 1 to 3
Total number of observations: 254
Cross-sections included: 5
Method Statistic Prob.**
ADF - Fisher Chi-square 25.83963884566003 0.003961955192313793
ADF - Choi Z-stat -2.253943836369823 0.01209985072783449
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
Intermediate ADF test results UNTITLED
Series Prob. Lag Max Lag Obs
SERIES01 0.9615895218552549 1 10 52
CPI 0.1140357650763506 3 10 50
HSPI 0.0144284905971915 2 10 51
LNCPI 0.1118128839919002 3 10 50
LNHSPI 0.01384363577081899 2 10 51