ln检验结果.docVIP

单位根检验 Null Hypothesis: LNM has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=4) t-Statistic ??Prob.* Augmented Dickey-Fuller test statistic -3.483468 ?0.0191 Test critical values: 1% level -3.788030 5% level -3.012363 10% level -2.646119 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(LNM) Method: Least Squares Date: 05/16/12 Time: 12:51 Sample (adjusted): 1991 2011 Included observations: 21 after adjustments Variable Coefficient Std. Error t-Statistic Prob.?? LNM(-1) -0.535193 0.153638 -3.483468 0.0025 C 2.518685 0.722355 3.486771 0.0025 R-squared 0.389745 ????Mean dependent var 0.002415 Adjusted R-squared 0.357627 ????S.D. dependent var 0.019719 S.E. of regression 0.015804 ????Akaike info criterion -5.366679 Sum squared resid 0.004746 ????Schwarz criterion -5.267201 Log likelihood 58.35013 ????Hannan-Quinn criter. -5.345090 F-statistic 12.13455 ????Durbin-Watson stat 0.989679 Prob(F-statistic) 0.002487  Null Hypothesis: LNGDP has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=4) t-Statistic ??Prob.* Augmented Dickey-Fuller test statistic -1.396057 ?0.5644 Test critical values: 1% level -3.788030 5% level -3.012363 10% level -2.646119 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(LNGDP) Method: Least Squares Date: 05/16/12 Time: 13:03 Sample (adjusted): 1991 2011 Included observations: 21 after adjustments Variable Coefficient Std. Error t-Statistic Prob.?? LNGDP(-1) -0.192179 0.137658 -1.396057 0.1788 C 0.916575 0.660665 1.387352 0.1814 R-squared 0.093034 ????Mean dependent var -0.005683 Adjusted R-squared 0.045299 ????S.D