eviews6.0检验时间序列数据ADF问题
eviews6.0检验时间序列数据ADF问题
Null Hypothesis:Unit root (individual unit root process) \x05\x05
Series:SER01\x05\x05\x05\x05
Date:06/12/11 Time:11:45\x05\x05\x05\x05
Sample:1979 2008\x05\x05\x05\x05
Exogenous variables:Individual effects\x05\x05\x05\x05
Automatic selection of maximum lags\x05\x05\x05\x05
Automatic lag length selection based on SIC:0\x05\x05\x05\x05
Total (balanced) observations:29\x05\x05\x05\x05
Cross-sections included:1\x05\x05\x05\x05
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Method\x05\x05\x05Statistic\x05Prob.**
ADF - Fisher Chi-square\x05 11.4345\x05 0.0033
ADF - Choi Z-stat\x05\x05-2.71751\x05 0.0033
\x05\x05\x05\x05
** Probabilities for Fisher tests are computed using an asymptotic Chi\x05\x05\x05\x05
-square distribution.All other tests assume asymptotic normality.\x05\x05\x05\x05
Intermediate ADF test results ZHYU\x05
为什么没有出现5.0版本的1%,5%,10%临界值?出现俩个ADF我该怎么看啊,急\x05\x05\x05
\x05\x05\x05\x05
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Series\x05Prob.\x05Lag \x05Max Lag\x05Obs
SER01\x05 0.0033\x05 0\x05 6\x05 29
你这个是面板数据的单位根检验
证明ser01是平稳的,不存在单位根过程
而且你用的是单独单位根过程进行检验