检验方法 | 检验指标 | t值 | P值 |
---|---|---|---|
Kao检验 | Modified Dickey-Fuller | -2.7650 | 0.0028 |
Dickey-Fuller | -2.1039 | 0.0177 | |
Augmented Dickey-Fuller | -2.6177 | 0.0045 | |
Unadjusted modified Dickey-Fuller | -2.6768 | 0.0037 | |
Unadjusted Dickey-Fuller | -2.0764 | 0.0189 | |
Pedroni检验 | Modified Phillips-Perron | 1.8399 | 0.0329 |
Phillips-Perron | -2.3175 | 0.0102 | |
Augmented Dickey-Fuller | -2.0685 | 0.0193 |