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有谁会用eviews软件做单位根检验啊

来源:学生作业帮 编辑:作业帮 分类:综合作业 时间:2024/05/05 02:00:04
有谁会用eviews软件做单位根检验啊
表1 济南1991—2008年供水总量及GDP指标状况
年份 供水总量/万吨 GDP/104元
1991 17301 1633920
1992 18634 2078386
1993 20104 2707637
1994 20084 3718760
1995 20598 4735176
1996 23263 5808366
1997 30665 7099490
1998 31286 8021619
1999 30186 8813156
2000 28000 9441315
2001 26745 10579155
2002 23505 11901167
2003 25725 13521540
2004 30825 16002700
2005 32100 18766071
2006 30023 21850856
2007 27833 25628097
2008 27420 30174243
真的非常感谢.我的qq 649325409 ,一定要加我啊,我对于这道题还有许多不明白的地方.是不是说GDP不平稳,说明whatersupply与GDP之间不是协整关系啊?
1、我用watersupply代表你的供水总量,下面是我得出的供水总量的ADF结果:
  Null Hypothesis:WATERSUPLLY has a unit root
  Exogenous:Constant
  Lag Length:1 (Automatic based on SIC,MAXLAG=3)
  t-Statistic Prob.*
  Augmented Dickey-Fuller test statistic -2.386144 0.1604
  Test critical values:1% level -3.920350
  5% level -3.065585
  10% level -2.673459
  *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 16
  从上面的t-Statistic对应的值可以看到,-2.386144大于下面所有的临界值,因此供水总量(water supply)在水平情况下是不平稳的.
  然后我对该数据做了一阶,ADF检验结果如下:
  Null Hypothesis:D(WATERSUPLLY) has a unit root
  Exogenous:Constant
  Lag Length:1 (Automatic based on SIC,MAXLAG=3)
  t-Statistic Prob.*
  Augmented Dickey-Fuller test statistic -3.171347 0.0426
  Test critical values:1% level -3.959148
  5% level -3.081002
  10% level -2.681330
  *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 15
  看到t-Statistic的值小于5% level下的-3.081002,因此可以认为它在一阶时,有95%的可能性,是平稳的.
  2、GDP的ADF检验结果:
  Null Hypothesis:GDP has a unit root
  Exogenous:Constant
  Lag Length:1 (Automatic based on SIC,MAXLAG=3)
  t-Statistic Prob.*
  Augmented Dickey-Fuller test statistic 1.386750 0.9978
  Test critical values:1% level -3.920350
  5% level -3.065585
  10% level -2.673459
  *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 16
  它的水平阶情况与water supply类似,T统计值都是大于临界值的.因此水平下非平稳,但是二阶的时候,它的结果如下:
  Null Hypothesis:D(GDP,2) has a unit root
  Exogenous:Constant
  Lag Length:0 (Automatic based on SIC,MAXLAG=3)
  t-Statistic Prob.*
  Augmented Dickey-Fuller test statistic -2.072017 0.2569
  Test critical values:1% level -3.959148
  5% level -3.081002
  10% level -2.681330
  *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 15
  看到此时T统计量的值仍然大于下面任何一个临界值,说明该序列在的二阶序列仍然不是平稳的.
  回答补充:如果线性组合中只有两个变量,则要求单整的阶数相同,而线性组合中超过两个变量时,尽管单整阶数不同,但还是有可能存在协整关系.例如,变量x1t和x2t是2阶单整的,而变量x3t是1阶单整的,显然,x1t或x2t与x3t之间不可能存在协整关系,不过,如果变量x1t和x2t的线性组合是1阶单整的,则线性组合βx1t+αx2t是1阶单整的,则这个1阶单整的线性组合和另外一个一阶单整的变量x3t可能是协整的.