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题目
eviews面板数据单位根检验
请问面板数据中如何看单位根检验和协整检验呢?
我算出的ADF检验结果:
Null Hypothesis:Unit root (individual unit root process)x09x09x09x09
Series:GDP_CS,GDP_KS,GDP_SQ,GDP_TC,GDP_WJ,GDP_ZJGx09x09x09x09
Date:04/28/14 Time:11:56x09x09x09x09
Sample:2005 2012x09x09x09x09
Exogenous variables:Individual effectsx09x09x09x09
Automatic selection of maximum lagsx09x09x09x09
Automatic lag length selection based on SIC:0x09x09x09x09
Total (balanced) observations:30x09x09x09x09
Cross-sections included:6x09x09x09x09
x09x09x09x09
Methodx09x09x09Statisticx09Prob.**
ADF - Fisher Chi-squarex09x09x09 25.0786x09 0.0145
ADF - Choi Z-statx09x09x09-2.50237x09 0.0062
x09x09x09x09
** Probabilities for Fisher tests are computed using an asymptotic Chix09x09x09x09
-square distribution.All other tests assume asymptotic normality.x09x09x09x09
x09x09x09x09
Intermediate ADF test results D(UNTITLED,2)x09x09x09x09
x09x09x09x09
x09x09x09x09
Series

提问时间:2021-03-25

答案
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