Eviews中用ADF检验如何辨别时间序列平稳性

Eviews中用ADF检验如何辨别时间序列平稳性
Null Hypothesis:LNA has a unit root
Exogenous:Constant,Linear Trend
Lag Length:1 (Automatic based on SIC,MAXLAG=3)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.352668 0.1015
Test critical values:1% level -4.886426
5% level -3.828975
10% level -3.362984
*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 13
Augmented Dickey-Fuller Test Equation
Dependent Variable:D(LNA)
Method:Least Squares
Date:09/20/09 Time:08:43
Sample (adjusted):1995 2007
Included observations:13 after adjustments
Variable Coefficient Std.Error t-Statistic Prob.
LNA(-1) -0.743637 0.221805 -3.352668 0.0085
D(LNA(-1)) 0.593926 0.194563 3.052615 0.0137
C 7.277028 2.162782 3.364661 0.0083
@TREND(1993) 0.025931 0.007804 3.322592 0.0089
R-squared 0.618711 Mean dependent var 0.034868
Adjusted R-squared 0.491615 S.D.dependent var 0.005896
S.E.of regression 0.004204 Akaike info criterion -7.857959
Sum squared resid 0.000159 Schwarz criterion -7.684128
Log likelihood 55.07673 F-statistic 4.868054
Durbin-Watson stat 2.184313 Prob(F-statistic) 0.027981
请问这个如何判断时间序列的平稳性,具体怎么看的,希望高手能够赐教.
我把我仅有的分数都贡献出来了!

接受原假设,从算出来的检验统计量 -3.352668 都大于各临界值,可以认为你的序列在这些显著性水平下都是非平稳的.不能通过ADF检验.
这些你可以参考一下易丹辉的书,易丹辉数据分析与Eviews应用.