11第十一讲 AR模型分析(未完).docVIP

第十一讲 Null Hypothesis: EXPO has a unit root Exogenous: Constant Lag Length: 4 (Automatic based on SIC, MAXLAG=9) t-Statistic ??Prob.* Augmented Dickey-Fuller test statistic ?9.284723 ?1.0000 Test critical values: 1% level -3.626784 5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(EXPO) Method: Least Squares Date: 07/13/11 Time: 16:47 Sample (adjusted): 1956 1991 Included observations: 36 after adjustments