【求助】ADF检验结果分析

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收藏 2010-04-21

以下是我对2007年5月到2009年10月之间全国房地产投资完成额做的ADF检验，请大家帮忙解析检验结果！

ADF Test Statistic	-3.055323	1% Critical Value*		-3.7204
		5% Critical Value		-2.985
		10% Critical Value		-2.6318
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(X2)
Method: Least Squares
Date: 04/21/10 Time: 00:45
Sample(adjusted): 2007:10 2009:10
Included observations: 25 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
X2(-1)	-0.989689	0.323923	-3.055323	0.0065
D(X2(-1))	0.59817	0.268403	2.228625	0.0381
D(X2(-2))	0.415661	0.258586	1.607433	0.1245
D(X2(-3))	0.362881	0.235544	1.540606	0.1399
D(X2(-4))	0.242866	0.227152	1.06918	0.2984
C	16313.48	5346.816	3.051065	0.0066
R-squared	0.357212	Mean dependent var		465.036
Adjusted R-squared	0.188058	S.D. dependent var		7928.919
S.E. of regression	7144.578	Akaike info criterion		20.79166
Sum squared resid	9.70E+08	Schwarz criterion		21.08419
Log likelihood	-253.8957	F-statistic		2.11175
Durbin-Watson stat	2.100832	Prob(F-statistic)		0.108405