Null Hypothesis: Unit root (individual unit root process)
Series: SER01
Date: 04/28/10 Time: 17:43
Sample: 12/20/2006 12/31/2009
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0
Total (balanced) observations: 698
Cross-sections included: 1
Method Statistic Prob.**
ADF - Fisher Chi-square 0.96794 0.6163
ADF - Choi Z-stat 0.29586 0.6163
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.
Intermediate ADF test results GROUP01
Series Prob. Lag Max Lag Obs
SER01 0.6163 0 19 698
我是用eviews6.0做的,看不懂结果,为什么为什么没有1%,5%,10% 的临界值呢,
我看到之前有帖子里回答说先把数据输入,然后保存,关掉你刚输入数据的界面,这是打开你保存的刚输入的数据文件,从这个文件中作adf检验什么的,
我是直接从excel里把数据复制过来的。
本人没怎么学过这个软件,连最初的复制都不知道对不对。
哪位能给我详细解释一下啊