如题:
. dfuller fincome
Dickey-Fuller test for unit root Number of obs = 20
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) 7.802 -3.750 -3.000 -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 1.0000
不明白的地方有:第一,7.802这个值怎么会是正的,是不是应该是负的?第二,为什么叫Z(t)统计量?(书上似乎不这样叫)第三,麦金农P-value值=1.000,什么意思?