ADF检验怎么做用eviews eviews做ADF检验的解释
\u5982\u4f55\u5728Eviews\u4e2d\u505aADF\u68c0\u9a8c\uff1fADF\u503c\u662f-3.028
\u4e34\u754c\u503c\u67093\u4e2a\u561b\uff0c\u4e0a\u9762\u6709\uff0c5%\u7684\u662f-3.737
\u5f62\u5f0f\u662f\uff1aC\uff0c0\uff0c2\uff0c\u4f60\u6ca1\u5f15\u5165\u8d8b\u52bf\u9879\uff1b
\u7ed3\u8bba\uff1a\u5e73\u7a33
\u6ca1\u6709\u4e86\uff0c\u5c31\u8fd9\u6837\u3002
打开eviews -->file-->new-->workfile 设置好你需要的日期，也就是你数据的长度
然后 file -->import--->read text lotus excel 选择你的excel文档
在names for series or number if named in file 里填写你想为你数列的命名，如s1
在upper-left data cell 输入a1 点击ok
打开刚刚命名的s1数据，左上角，view -->unit root test , test type 选在 AUGMENTED DICKEY-FULLER 点ok
完成ADF
就做adf检验
不做协整和格兰杰因果分析?
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绛旓細1.鍏堣 test for unit root in鐨勯夋嫨 閫塴evel 鏄鍘熷簭鍒鍋氭楠 閫1st 鏄鍘熷簭鍒椾竴闃跺樊鍒嗗悗搴忓垪鍋氭楠 閫2nd 鏄鍘熷簭鍒椾簩闃跺樊鍒嗗悗搴忓垪鍋氭楠 鍏堝仛level 濡傛灉鏈夊崟浣嶆牴 锛屽湪閫1st 鐪嬩竴闃跺樊鍒嗗悗鏄惁骞崇ǔ锛 濡傝繕鏈夊崟浣嶆牴锛 鍐嶇湅2nd 鏄惁骞崇ǔ 2.鍐嶈璇 鎴窛椤瑰拰瓒嬪娍椤圭殑閫夊彇 鏈変袱绉嶆柟娉曪細...
