X1在一阶差分无截距项无趋势滞后一阶时平稳
ADF Test Statistic -2.509827 1% Critical Value* -2.7275
5% Critical Value -1.9642
10% Critical Value -1.6269
*MacKinnon critical values for rejection of hypothesis of a unit root.
X2在一阶差分有截距项有趋势滞后一阶时平稳
ADF Test Statistic -3.324651 1% Critical Value* -4.6712
5% Critical Value -3.7347
10% Critical Value -3.3086
*MacKinnon critical values for rejection of hypothesis of a unit root.
X3在二阶差分无截距项无趋势滞后一阶时平稳
ADF Test Statistic -2.281001 1% Critical Value* -2.7411
5% Critical Value -1.9658
10% Critical Value -1.6277
*MacKinnon critical values for rejection of hypothesis of a unit root.
X4在一阶差分有截距项无趋势滞后一阶时平稳
ADF Test Statistic -2.770774 1% Critical Value* -3.9228
5% Critical Value -3.0659
10% Critical Value -2.6745
*MacKinnon critical values for rejection of hypothesis of a unit root.
Y在一阶差分有截距项有趋势滞后二阶时平稳
ADF Test Statistic -3.876754 1% Critical Value* -4.7315
5% Critical Value -3.7611
10% Critical Value -3.3228
*MacKinnon critical values for rejection of hypothesis of a unit root.