UC知道谁能帮我用eviews软件做一下ADF检验和协整检验啊
来源：百度知道 编辑：UC知道 时间：2024/05/13 20:27:20
年份
（年） lngdp lnfdi
1985 -0.73417753012 6.0579542884
1986 -0.44659965147 6.2147280912
1987 -0.13937701647 6.4030939502
1988 0.095855485644 6.6408688047
1989 0.66839331609 6.737820686
1990 0.84040271484 6.8001589324
1991 1.5844687616 6.9863353791
1992 2.5820862932 7.2189536627
1993 4.0926297595 7.5545757586
1994 4.5914788864 7.8886570294
1995 4.6542545926 8.167576139
1996 4.839398474 8.3299137647
1997 4.8253734188 8.4420902629
1998 4.6924500269 8.5146900612
1999 4.8433583967 8.5876311516
2000 4.8941194552 8.705553147
2001 5.2097910244 8.8170236722
2002 5.5666442041 8.9613660606
2003 6.1116121184 9.1479329119
2004 6.3143375896 9.3629756184
2005 6.4496185586 9.5003946286
2006 6.5631966353 9.6581622962
2007 6.6701765399 9.8329792477
高手请帮我一下 在此万分感谢
lnfdi的检验通不过，如下：
ADF Test Statistic -0.788727 1% Critical Value* -3.7856
5% Critical Value -3.0114
10% Critical Value -2.6457
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNFDI)
Method: Least Squares
Date: 04/29/09 Time: 19:56
Sample(adjusted): 1987 2007
Included observations: 21 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
LNFDI(-1) -0.010118 0.012829 -0.788727 0.4405
D(LNFDI(-1)) 0.635959 0.176469 3.603806 0.0020
C 0.144525 0.112318 1.286753 0.2145
R-squared 0.450315 Mean dependent var 0.172298
Adjusted R-squared 0.389239 S.D. dependent var 0.078990
S.E. of regression 0.061732 Akaike info criterion -2.600466
Sum squared resid 0.068595 Schwarz criterion -2.451248
Log li