eviews 单位根检验,得出这个结果,ADF值大于零,又大于临界值,是不是就存在单位根,要做差分,用EVIEWS怎么做差分修正呢?Null Hypothesis: X2 has a unit rootExogenous: ConstantLag Length: 0 (Automatic based on SI

eviews 单位根检验,得出这个结果,ADF值大于零,又大于临界值,是不是就存在单位根,要做差分,用EVIEWS怎么做差分修正呢?Null Hypothesis: X2 has a unit rootExogenous: ConstantLag Length: 0 (Automatic based on SI
eviews 单位根检验,得出这个结果,ADF值大于零,又大于临界值,是不是就存在单位根,要做差分,用EVIEWS怎么做差分修正呢?
Null Hypothesis: X2 has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=1)


t-Statistic Prob.*


Augmented Dickey-Fuller test statistic 4.404128 1.0000
Test critical values:1% level-4.297073
5% level-3.212696
10% level-2.747676


*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 10


Augmented Dickey-Fuller Test Equation
Dependent Variable: D(X2)
Method: Least Squares
Date: 09/03/11 Time: 16:24
Sample (adjusted): 2001 2010
Included observations: 10 after adjustments


VariableCoefficientStd. Errort-StatisticProb.


X2(-1)0.1423060.0323124.4041280.0023
C-543.6095567.9683-0.9571120.3665


R-squared0.707990 Mean dependent var1844.014
Adjusted R-squared0.671489 S.D. dependent var934.3561
S.E. of regression535.5344 Akaike info criterion15.58126
Sum squared resid2294377. Schwarz criterion15.64178
Log likelihood-75.90632 F-statistic19.39634
Durbin-Watson stat1.172952 Prob(F-statistic)0.002274

eviews 单位根检验,得出这个结果,ADF值大于零,又大于临界值,是不是就存在单位根,要做差分,用EVIEWS怎么做差分修正呢?Null Hypothesis: X2 has a unit rootExogenous: ConstantLag Length: 0 (Automatic based on SI
存在单位根,需要对其进行差分继续进行单位根检验

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