序列

检验类型

ADF统计量

1%的临界水平

5%的临界水平

P值

是否平稳

(C,T,0)

−0.152

−4.380

−3.600

0.992

(C,T,0)

−4.601

−4.380

−3.600

0.001

(C,T,0)

−1.946

−4.380

−3.600

0.630

(C,T,0)

−3.953

−4.380

−3.600

0.010

(C,T,0)

−3.172

−4.380

−3.600

0.090

(C,T,0)

−3.705

−4.380

−3.600

0.022

(C,T,0)

−1.316

−4.380

−3.600

0.8838

(C,T,0)

−4.110

−4.380

−3.600

0.0061

(C,T,0)

−1.350

−4.380

−3.600

0.8749

(C,T,0)

−3.929

−4.380

−3.600

0.0111

(C,T,0)

−4.372

−4.380

−3.600

0.9934

(C,T,0)

−4.180

−4.380

−3.600

0.0024