论坛上说看line graph来判断截距项和趋势项,看DW来判断滞后期,这是我做出来的ADF检验,请问怎么看有没有单位根啊。。。有的话接下来该怎么做?差分吗?唉,我对单位根检验完全没概念。。。
请大牛们指教,万分感激!!!
ADF Test Statistic -1.044731 1% Critical Value* -4.0414
5% Critical Value -3.4497
10% Critical Value -3.1499
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(EX)
Method: Least Squares
Date: 12/23/10 Time: 16:09
Sample(adjusted): 2001:05 2010:09
Included observations: 113 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
EX(-1) -0.034320 0.032851 -1.044731 0.2985
D(EX(-1)) -0.428323 0.098609 -4.343662 0.0000
D(EX(-2)) -0.085507 0.106054 -0.806257 0.4219
D(EX(-3)) 0.105289 0.091680 1.148447 0.2533
C 0.088055 0.052596 1.674183 0.0970
@TREND(2001:01) 0.000311 0.000538 0.578120 0.5644
R-squared 0.212765 Mean dependent var 0.014812
Adjusted R-squared 0.175979 S.D. dependent var 0.064515
S.E. of regression 0.058564 Akaike info criterion -2.785764
Sum squared resid 0.366980 Schwarz criterion -2.640947
Log likelihood 163.3957 F-statistic 5.783765
Durbin-Watson stat 1.989288 Prob(F-statistic) 0.000091