(一)、ADF是单位根检验,第一列数据y做ADF检验,结果如下Null Hypothesis: Y has a unit root Exogenous: Constant, Linear Trend Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.8200380.0213Test critical values: 1% level-4.098741
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