UC知道我想问一下 这个EWIEWS的ADF检验 通过了吗？？？
来源：百度知道 编辑：UC知道 时间：2024/09/23 20:27:40
Group unit root test: Summary
Date: 05/10/09 Time: 14:24
Sample: 2001 2008
Series: CJBZ, GDP, JUMIN, SYLV, ZBBZ, ZHFU, LDBZ
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1
Newey-West bandwidth selection using Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -5.07392 0.0000 7 45
Breitung t-stat 1.58611 0.9436 7 38
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.36167 0.0867 7 45
ADF - Fisher Chi-square 23.2756 0.0559 7 45
PP - Fisher Chi-square 33.9450 0.0021 7 49
Null: No unit root (assumes common unit root process)
Hadri Z-stat 0.86469 0.1936 7 56
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other
Date: 05/10/09 Time: 14:24
Sample: 2001 2008
Series: CJBZ, GDP, JUMIN, SYLV, ZBBZ, ZHFU, LDBZ
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1
Newey-West bandwidth selection using Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -5.07392 0.0000 7 45
Breitung t-stat 1.58611 0.9436 7 38
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.36167 0.0867 7 45
ADF - Fisher Chi-square 23.2756 0.0559 7 45
PP - Fisher Chi-square 33.9450 0.0021 7 49
Null: No unit root (assumes common unit root process)
Hadri Z-stat 0.86469 0.1936 7 56
** Probabilities for Fisher tests are computed using an asympotic Chi
-square distribution. All other
ADF - Fisher Chi-square 23.2756 0.0559
PP - Fisher Chi-square 33.9450 0.0021
你做的是面板数据分析吧，从结果看，在5%的水平下，ADF检验表明存在单位根，但是PP检验却表明不存在单位根。