问题一:请问在Eviews6.0中,对面板数据的一列数据进行单位根检验时,在test type选择summary时,输出四种检验结果。
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -11.8248 0.0000 31 241
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -5.28953 0.0000 31 241
ADF - Fisher Chi-square 141.705 0.0000 31 241
PP - Fisher Chi-square 159.095 0.0000 31 248
请问是不是这四种检验结果的P值都要小于0.05(在0.0.5的水平下),这列数据才时平稳的,还是只要其中一两种检验结果的P值小于0.05,这列数据就可以平稳了?
问题二:请问在请问在Eviews6.0中,对面板数据的两列数据进行协整检验时,
Alternative hypothesis: common AR coefs. (within-dimension)
Weighted
Statistic Prob. Statistic Prob.
Panel v-Statistic 1.289694 0.0986 0.190563 0.4244
Panel rho-Statistic -1.989191 0.0233 -2.105801 0.0176
Panel PP-Statistic -6.245167 0.0000 -6.815370 0.0000
Panel ADF-Statistic -4.165254 0.0000 -5.323707 0.0000
Alternative hypothesis: individual AR coefs. (between-dimension)
Statistic Prob.
Group rho-Statistic 0.926438 0.8229
Group PP-Statistic -5.494634 0.0000
Group ADF-Statistic -5.002685 0.0000
是不是Panel v-Statistic ,Panel rho-Statistic ,Panel PP-Statistic ,Panel ADF-Statistic 和Group rho-Statistic ,Group PP-Statistic ,Group ADF-Statistic 每一个的P值都要小于0.05,才存在协整关系,还是只要其中的几个检验P值小于0.05 就行了?还是应该怎么看检验结果?
有劳各位在百忙之中给予指导,不甚感激!