变量 | ADF值 | 检验类别 | 1%临界值 | 5%临界值 | P值 | 变量 | ADF值 | 检验类别 | 1%临界值 | P值 | LNY | -4.3792 | C, T, 3 | -4.3561 | -3.5950 | 0.0095 | DLNY | -4.6003 | C, 0, 0 | -3.7241 | 0.0013 | LNX1 | -4.6902 | C, T, 2 | -4.3743 | -3.6032 | 0.0050 | DLNX1 | -6.7601 | C, T, 0 | -4.3943 | 0.0001 | LNX2 | -2.0096 | C, 0, 2 | -3.7115 | -2.9810 | 0.2811 | DLNX2 | -5.3929 | C, 0, 0 | -3.7241 | 0.0002 | LNX3 | -5.3789 | C, T, 2 | -4.3561 | -3.5950 | 0.0010 | DLNX3 | -5.3039 | C, 0, 3 | -3.7379 | 0.0003 | LNX4 | -2.9468 | C, 0, 2 | -3.7115 | -2.9810 | 0.0536 | DLNX4 | -5.6757 | C, 0, 3 | -3.7241 | 0.0001 | LNX5 | -2.3687 | C, T, 2 | -4.4679 | -3.6450 | 0.3833 | DLNX5 | -3.7369 | 0, 0, 0 | -2.6607 | 0.0006 | LNX6 | -2.5537 | C, 0, 2 | -3.7115 | -2.9810 | 0.1152 | DLNX6 | -4.9756 | C, 0, 5 | -3.7379 | 0.0006 | LNX7 | -1.5690 | C, T, 2 | -4.3561 | -3.5950 | 0.7775 | DLNX7 | -5.4007 | C, 0, 0 | -3.7241 | 0.0002 | LNX8 | -2.3496 | C, 0, 3 | -3.7115 | -2.9810 | 0.1651 | DLNX8 | -5.1150 | C, 0, 0 | -3.7241 | 0.0004 | LNX9 | -3.7336 | C, T, 4 | -4.4407 | -3.63289 | 0.0412 | DLNX9 | -6.6975 | C, T, 0 | -4.3743 | 0.0001 | LNX10 | -3.0024 | C, T, 0 | -4.3561 | -3.5950 | 0.1505 | DLNX10 | -6.5163 | C, T, 3 | -4.3743 | 0.0001 |
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