你是用我这个数据计算的吗?我咋对原序列进行ADF检验就是平稳的呀,结果如下:
Null Hypothesis: GDP has a unit root
Exogenous: None
Lag Length: 2 (Automatic based on SIC, MAXLAG=7)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 3.455109 0.9996
Test critical values: 1% level -2.647120
5% level -1.952910
10% level -1.610011
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(GDP)
Method: Least Squares
Date: 11/19/10 Time: 18:29
Sample (adjusted): 1981 2009
Included observations: 29 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
GDP(-1) 0.078340 0.022674 3.455109 0.0019
D(GDP(-1)) 0.617985 0.200266 3.085822 0.0048
D(GDP(-2)) -0.420844 0.218856 -1.922931 0.0655
R-squared 0.943072 Mean dependent var 2110.241
Adjusted R-squared 0.938693 S.D. dependent var 1675.774
S.E. of regression 414.9249 Akaike info criterion 14.99177
Sum squared resid 4476230. Schwarz criterion 15.13321
Log likelihood -214.3807 Hannan-Quinn criter. 15.03607
Durbin-Watson stat 1.995776
4# soso75