这是我做面板数据-单位根检验的结果,大家帮看下,哪些变量存在单位根(一阶差分的都为0.00),是否都是I(1)?如果不是,要怎么办?
| | GDP | INDWATER | INDSO2 | INDSMOKE | INDDUST | INDSOLID |
LLC检验
| -2.25202(0.01) |
0.07060(0.53) | -0.36683(0.36) | -2.89555(0) | -1.51224(0.07) |
9.65900(1) |
| | | | | | | |
| | | | | | | |
IPS检验
|
5.10236(1) |
2.67468(1) | -0.06951(0.47) | -2.95324(0) | -1.50190(0.07) |
12.3708(1) |
| Fisher-ADF检验 |
41.5782(0.95) |
40.6778(0.96) |
72.1211(0.1) |
96.7771(0) |
79.4117(0.03) |
24.5433(1) |
| Fisher-PP检验 |
85.4481(0.01) |
34.6052(0.99) |
64.4966(0.26) |
93.2178(0) |
72.9893(0.09) |
20.8033(1) |