进行ADF检验,得出下列结果,P-value =0是不是说明要拒绝原假设-存在单位根,进而说明时间序列是平稳的???最近开始学STATA,有很多不懂,希望高人留步,指点一二,谢谢!!!
. dfuller return, trend
Dickey-Fuller test for unit root Number of obs = 1325
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -33.755 -3.960 -3.410 -3.120
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0000
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. dfuller return, drift
Dickey-Fuller test for unit root Number of obs = 1325
----------- Z(t) has t-distribution -----------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -33.763 -2.329 -1.646 -1.282
------------------------------------------------------------------------------
p-value for Z(t) = 0.0000
.
. dfuller return, noconstant
Dickey-Fuller test for unit root Number of obs = 1325
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -33.740 -2.580 -1.950 -1.620
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end of do-file