4.平稳性检验
ADF Test Statistic -2.593081 1% Critical Value* -4.4691
5% Critical Value -3.6454
10% Critical Value -3.2602
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(DY)
Method: Least Squares
Date: 06/09/05 Time: 09:09
Sample(adjusted): 1983 2003
Included observations: 21 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
DY(-1) -0.452748 0.174599 -2.593081 0.0189
D(DY(-1)) 0.518934 0.235788 2.200854 0.0419
C -480.5063 919.9868 -0.522297 0.6082
@TREND(1980) 231.6667 97.75550 2.369859 0.0299
R-squared 0.339385 Mean dependent var 554.1952
Adjusted R-squared 0.222806 S.D. dependent var 1965.808
S.E. of regression 1733.029 Akaike info criterion 17.92277
Sum squared resid 51057630 Schwarz criterion 18.12173
Log likelihood -184.1891 F-statistic 2.911195
Durbin-Watson stat 2.142413 Prob(F-statistic) 0.064539