求高人帮我知道用SAS或者EViews怎么做ADF检验PP检验协整分析!急用!!!感激万分
\u5982\u4f55\u7528Eviews\u505aADF\u68c0\u9a8cfile--New--Workfile...
\u4ee5\u65f6\u95f4\u5e8f\u5217\u4e3a\u4f8b\uff1a\u8f93\u5165\u76f8\u5173\u8d77\u59cb\u65f6\u95f4\u540e\u56de\u8f66
\u5efa\u7acb\u65f6\u95f4\u5e8f\u5217\u7684\u65b9\u6cd5\uff1aObject--New Object,\u9009\u62e9\u5bf9\u8c61\u7c7b\u578bSeries,\u5e76\u4e3a\u4e4b\u547d\u540d\u3002
\u9996\u5148\u544a\u8bc9\u4f60\u4e0d\u7528\u4e00\u4e2a\u4e00\u4e2a\u8f93\u5165\uff0c
1.\u5148\u8bf4\u4e00\u79cd\u6700\u7b28\u7684\u65b9\u6cd5\uff0c\u5efa\u7acb\u5e8f\u5217\u4ee5\u540e\uff0c\u6253\u5f00\u8be5\u5e8f\u5217\uff0c\u70b9\u51fb\u201cEdit=+/-\u201d\uff0c\u7c98\u8d34\u5373\u53ef\u3002\u7c98\u8d34\u4e4b\u540e\u8fd8\u5f97\u5728\u70b9\u51fb\u4e00\u4e0b\u8be5\u952e\u54e6~\uff0c\u4ee5\u6b64\u7c7b\u63a8\u3002
2.\u8fd9\u662f\u4e00\u52b3\u6c38\u9038\u7684\u65b9\u6cd5\uff0c\u4f60\u5148\u5c06\u76f8\u5173\u6570\u636e\u653e\u5165\u4e00\u4e2aExcel\u6587\u4ef6\u4e2d\uff0cFile--Import--Read Text-Lotus-Excel...,\u9009\u62e9\u5bfc\u5165\u7684Excel\u6587\u4ef6\uff0c\u5728\u201cNames for series or Number if named in file\u201d\u4e2d\u6309\u987a\u5e8f\u586b\u5165\u4f60\u7684\u5404\u4e2a\u6307\u6807\u7684\u540d\u79f0\uff0c\u5404\u6307\u6807\u540d\u79f0\u4e4b\u95f4\u5e94\u8be5\u7528\u7a7a\u683c\u7a7a\u5f00\uff0c\u5728\u201cUpper-left data cell\u201d\u4e0b\u586b\u5165\u6570\u636e\u7684\u8d77\u59cb\u4f4d\u7f6e\uff0c\u5982\u201cB2\u201d\uff0c\u8fd9\u6837\u6570\u636e\u5c31\u8f93\u5165\u4e86\u3002
\u81f3\u4e8eADF\u68c0\u9a8c\uff0c\u4e00\u822c\u6700\u597d\u662f\u5bf9\u6570\u636e\u6c42\u5bf9\u6570\u4e4b\u540e\u8fdb\u884c\uff0c\u5f53\u7136\u8981\u56e0\u60c5\u51b5\u800c\u5f02\uff0c\u8981\u5bf9\u67d0\u5e8f\u5217\u8fdb\u884cADF\u68c0\u9a8c\uff0c\u5148\u53cc\u51fb\u8be5\u5e8f\u5217\u6253\u5f00\uff0cView--Unit Root Test...,\u5728Test type\u4e2d\u9009\u62e9ADF\u68c0\u9a8c\uff0c\u201cTest for unit root in\u201d\u4e0b\u7684\u4e09\u79cd\u60c5\u51b5\u90fd\u53ef\u4ee5\u8bd5\u8bd5\uff0c\u4f8b\u5982\uff0c\u9009\u62e9\u201cLevel\u201d,\u201cInclude in test equation\u201d\u4e2d\u6709\u5e38\u6570\u9879\u3001\u6709\u8d8b\u52bf\u9879\u548c\u5e38\u6570\u9879\u3001None\u4e09\u79cd\u60c5\u51b5\u90fd\u8981\u8bd5\u8bd5\uff0c\u5f53\u4e09\u79cd\u60c5\u51b5\u4e0b\u90fd\u6709\u5355\u4f4d\u6839\u65f6\uff08\u4e00\u822cPRO.\u5927\u4e8e0.05\u5219\u5b58\u5728\u5355\u4f4d\u6839\uff09\uff0c\u6539\u53d8\u201cTest for unit root in\u201d\u4e2d\u7684\u201cLevel\u201d\u4e3a\u201c1st difference\u201d\u518d\u8bd5\uff0c\u76f4\u81f3\u6211\u4eec\u53d1\u73b0\u5176\u4e0d\u5b58\u5728\u5355\u4f4d\u6839\u3002\u5f53\u201cLevel\u201d\u65f6\u901a\u8fc7\u68c0\u9a8c\u65e0\u5355\u4f4d\u6839\u65f6\uff0c\u8be5\u5e8f\u5217\u5219I\uff080\uff09\uff0c\u5f531st\u60c5\u51b5\u4e0b\u65f6\u5219I(1),\u4ee5\u6b64\u7c7b\u63a8\u3002
\u4e00\uff0c\u9996\u5148\u6211\u6839\u636eADF\u68c0\u9a8c\u7ed3\u679c\uff0c\u6765\u8bf4\u660e\u8fd9\u4e24\u7ec4\u6570\u636e\u5bf9\u6570\u60c5\u51b5\u4e0b\u662f\u5426\u662f\u540c\u9636\u5355\u6574\u7684\uff08\u540c\u9636\u5355\u6574\u5373\u8bf4\u660e\u4e8c\u8005\u662f\u534f\u6574\u7684\uff0c\u8fd9\u662f\u4e00\u79cd\u534f\u6574\u68c0\u9a8c\u7684\u65b9\u6cd5\uff09\uff0c\u6211\u5bf9\u4f60\u7684\u4e24\u7ec4\u6570\u636e\u5206\u522b\u4f5c\u4e86\u5355\u4f4d\u6839\u68c0\u9a8c\uff0c\u7ed3\u679c\u5982\u4e0b\uff1a
1.LNFDI\u6c34\u5e73\u4e0b\u7684ADF\u7ed3\u679c\uff1a
Null Hypothesis: LNFDI has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic based on AIC, MAXLAG=3) Augmented Dickey-Fuller test statistic
t-Statistic Prob.*
-1.45226403166189 0.526994561264069
Test critical values:
1% level -4.00442492401717
5% level -3.09889640532337
10% level -2.69043949557234
*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 14
\u4ece\u4e0a\u9762\u7684t-Statistic\u5bf9\u5e94\u7684\u503c\u53ef\u4ee5\u770b\u5230\uff0c -1.45226403166189\u5927\u4e8e\u4e0b\u9762\u6240\u6709\u7684\u4e34\u754c\u503c\uff0c\u56e0\u6b64LNFDI\u5728\u6c34\u5e73\u60c5\u51b5\u4e0b\u662f\u975e\u5e73\u7a33\u7684\u3002
\u7136\u540e\u6211\u5bf9\u8be5\u6570\u636e\u4f5c\u4e86\u4e8c\u9636\uff0c\u518d\u8fdb\u884cADF\u68c0\u9a8c\u7ed3\u679c\u5982\u4e0b\uff1a
t-Statistic Prob.*
- 2.8606168858628 0.0770552989049772
Test critical values:
1% level -4.05790968439663
5% level -3.11990956512408
10% level -2.70110325490427
\u770b\u5230t-Statistic\u7684\u503c\u5c0f\u4e8e10% level\u4e0b\u7684-2.70110325490427\uff0c\u56e0\u6b64\u53ef\u4ee5\u8ba4\u4e3a\u5b83\u5728\u4e8c\u9636\u65f6\uff0c\u670990%\u7684\u53ef\u80fd\u6027\uff0c\u662f\u5e73\u7a33\u7684\u3002
2.LNEX\u7684\u7ed3\u679c\uff1a
\u5b83\u7684\u6c34\u5e73\u9636\u60c5\u51b5\u4e0eLNFDI\u7c7b\u4f3c\uff0cT\u7edf\u8ba1\u503c\u90fd\u662f\u5927\u4e8e\u4e34\u754c\u503c\u7684\u3002\u56e0\u6b64\u6c34\u5e73\u4e0b\u975e\u5e73\u7a33\uff0c\u4f46\u662f\u4e8c\u9636\u7684\u65f6\u5019\uff0c\u5b83\u7684\u7ed3\u679c\u5982\u4e0b\uff1a
t-Statistic Prob.*
-4.92297051527175 0.00340857899403409
Test critical values:
1% level -4.20005563101359
5% level -3.17535190654929
10% level -2.72898502029817
\u5373\uff0cT\u7edf\u8ba1\u503c-4.92297051527175\u5c0f\u4e8e1% level\u7684\u503c\uff0c\u56e0\u6b64\u8ba4\u4e3a\uff0c\u5b83\u5728\u4e8c\u9636\u7684\u65f6\u5019\uff0c\u662f\u670999%\u7684\u53ef\u80fd\u662f\u5e73\u7a33\u7684\u3002\u8fd9\u6837\u5c31\u53ef\u4ee5\u8ba4\u4e3a\u4e24\u8005LNFDI\u548cLNEX\u662f\u5355\u9636\u540c\u6574\u7684\u3002\u5373\u901a\u8fc7\u4e86\u534f\u6574\u68c0\u9a8c\u3002
\u4e8c\uff0cGRANGER\u68c0\u9a8c\uff08\u56e0\u679c\u5173\u7cfb\u68c0\u9a8c\uff09
\u8fd9\u4e2a\u5c31\u662f\u4e3a\u4e86\u770b\u8fd9\u4e24\u7ec4\u6570\u636e\u662f\u5426\u5b58\u5728\u56e0\u679c\u5173\u7cfb\u3002
\u6211\u505a\u4e86\u4ed6\u4eec\u7684\u4e8c\u9636\u56e0\u679c\u5173\u7cfb\u68c0\u9a8c\uff08\u56e0\u4e3a\u4ed6\u4eec\u5728\u4e8c\u9636\u65f6\u90fd\u5e73\u7a33\uff09\uff0c\u7ed3\u679c\u5982\u4e0b\uff1a
Null Hypothesis: Obs F-Statistic Probability
LNEX does not Granger Cause LNFDI 15
7.47260684251629 0.0103529438201321
LNFDI does not Granger Cause LNEX
71.0713505999399 0.0103529438201321
\u770b\u5230\uff0cProbability\u4e0b\u9762\u5bf9\u5e94\u7684\u503c\uff0c0.0103529438201321
\u548c0.0103529438201321\u90fd\u662f\u5c0f\u4e8e0.05\u7684\uff0c\u56e0\u6b64\u6211\u4eec\u53ef\u4ee5\u8ba4\u4e3a\u8fd9\u4e24\u7ec4\u6570\u636e\u4e4b\u95f4\u76f8\u4e92\u5b58\u5728\u7740\u56e0\u679c\u5173\u7cfb\u3002
\u5199\u4e86\u8fd9\u4e48\u591a\uff0c\u4f60\u8fd8\u6709\u95ee\u9898\u5c31\u5728\u8865\u5145\u91cc\u8bf4\u5427~\u6211\u4e0d\u77e5\u9053\u4f60\u8981\u7684\u662f\u7ed3\u679c\u8fd8\u662f\u505a\u6cd5\uff0c\u7ed3\u679c\u5c31\u662f\u8fd9\u6837\u7684~~
eviews里面做平稳性检验和协整分析现在基本上都是菜单操作了,你找个视频教程看一下,SAS没学过,但估计都差不多
eviews破解版新浪共享有提供下载
如果不会操作可以帮你进行计量操作
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