Eviews
鍋氬崟浣嶆牴妫�楠屽拰鏍煎叞鏉板洜鏋滃垎鏋?/p>
涓�锛岄鍏堟垜鏍规嵁
ADF
妫�楠岀粨鏋滐紝鏉ヨ鏄庤繖涓ょ粍鏁版嵁瀵规暟鎯呭喌涓嬫槸鍚︽槸鍚岄樁鍗曟暣鐨勶紙鍚岄樁鍗?/p>
鏁村嵆璇存槑浜岃�呮槸鍗忔暣鐨勶紝杩欐槸涓�绉嶅崗鏁存楠岀殑鏂规硶锛夛紝鎴戝浣犵殑涓ょ粍鏁版嵁鍒嗗埆浣滀簡鍗曚綅鏍规楠岋紝
缁撴灉濡備笅锛?/p>
1.LNFDI
姘村钩涓嬬殑
ADF
缁撴灉锛?/p>
Null Hypothesis: LNFDI has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic based on AIC, MAXLAG=3)
Augmented Dickey-Fuller test
statistic
t-Statistic
Prob.*
-1.45226403166189
0.526994561264069
Test critical values:
1% level
-4.00442492401717
5% level
-3.09889640532337
10% level
-2.69043949557234
*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 14
浠庝笂闈㈢殑
t-Statistic
瀵瑰簲鐨勫�煎彲浠ョ湅鍒帮紝
-1.45226403166189
澶т簬涓嬮潰鎵�鏈夌殑涓寸晫鍊硷紝鍥犳
LNFDI
鍦ㄦ按骞虫儏鍐典笅鏄潪骞崇ǔ鐨勩�?/p>
鐒跺悗鎴戝璇ユ暟鎹綔浜嗕簩闃讹紝鍐嶈繘琛?/p>
ADF
妫�楠岀粨鏋滃涓嬶細
t-Statistic
Prob.*
- 2.8606168858628
0.0770552989049772
Test critical values:
1% level
-4.05790968439663
5% level
-3.11990956512408
10% level
-2.70110325490427
鐪嬪埌
t-Statistic
鐨勫�煎皬浜?/p>
10% level
涓嬬殑
-2.70110325490427
锛?/p>
鍥犳鍙互璁や负瀹冨湪浜岄樁鏃讹紝
鏈?/p>
90%
鐨勫彲鑳芥�э紝鏄钩绋崇殑銆?/p>
2.LNEX
鐨勭粨鏋滐細
瀹冪殑姘村钩闃舵儏鍐典笌
LNFDI
绫讳技锛?/p>
T
缁熻鍊奸兘鏄ぇ浜庝复鐣屽�肩殑銆?/p>
鍥犳姘村钩涓嬮潪骞崇ǔ锛?/p>
浣嗘槸浜岄樁鐨勬椂
鍊欙紝瀹冪殑缁撴灉濡備笅锛?/p>
t-Statistic
Prob.*
-4.92297051527175
0.00340857899403409