看了各路大神的贴做的ADF检验
dfuller lnex
Dickey-Fuller test for unit root Number of obs = 17
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -2.192 -3.750 -3.000 -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.2092
. dfuller d.lnex
Dickey-Fuller test for unit root Number of obs = 16
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -2.820 -3.750 -3.000 -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0555
. dfuller lnsps
Dickey-Fuller test for unit root Number of obs = 17
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -3.033 -3.750 -3.000 -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0319
但是不同变量的置信区间值为什么得出来是一样的啊

数据都是一样的
渣渣要哭死了