eviews单位根检验怎么做 eviews单位根检验
\u5982\u4f55\u5728Eviews\u4e2d\u505aADF\u68c0\u9a8c\uff1f\u6295\u5165\u4e3a\u5e8f\u5217x\uff0c\u6536\u5165\u4e3a\u5e8f\u5217y\uff0c\u5bfc\u5165\u6570\u636e\u540e\u5e76\u9009xy\uff0copen as group\u505a\u6563\u70b9\u56fe\u53ef\u4ee5\u89c2\u5bdf\u5230\u6570\u636e\u6709\u5411\u4e0a\u7684\u8d8b\u52bf\uff0c\u968fx\u7684\u589e\u52a0y\u4e5f\u589e\u52a0\uff0c\u8bf4\u660e\u6570\u636e\u6709\u8d8b\u52bf
\u6253\u5f00\u5e8f\u5217\uff0c\u9009view\uff0cunit root test\uff0c\u5355\u4f4d\u6839\u68c0\u9a8c\u53c8\u79f0ADF\u68c0\u9a8c\uff0ctest type\u4e0d\u9700\u8981\u6539
\u4e3b\u8981\u9700\u8981\u6ce8\u610f\u7684\u9009\u9879\u662f test for unit root in level\u8868\u793a\u5bf9\u539f\u5e8f\u5217\u8fdb\u884c\u5355\u4f4d\u6839\u68c0\u9a8c
1st difference \u8868\u793a\u5bf9\u4e00\u9636\u5dee\u5206\u540e\u7684\u5e8f\u5217\u8fdb\u884c\u5355\u4f4d\u6839\u68c0\u9a8c
2nd difference \u8868\u793a\u5bf9\u4e8c\u9636\u5dee\u5206\u540e\u7684\u5e8f\u5217\u8fdb\u884c\u5355\u4f4d\u6839\u68c0\u9a8c
\u4e00\u822c\u5355\u4f4d\u6839\u68c0\u9a8c\u90fd\u662f\u5bf9\u539f\u5e8f\u5217\uff0c\u6b64\u5904\u9009 level
include in test equation \u4e0b\u7684\u4e09\u4e2a\u9009\u9879\u5206\u522b\u662f\uff0c\u622a\u8ddd\u9879\uff0c\u622a\u8ddd\u9879\u548c\u8d8b\u52bf\uff0cnone\uff08\u9488\u5bf9\u5e73\u7a33\u7684\u65f6\u95f4\u5e8f\u5217\u6765\u8bf4\u662f\u65e2\u65e0\u622a\u8ddd\u9879\u53c8\u65e0\u8d8b\u52bf\uff09\u7531\u56fe\u53ef\u77e5\u6570\u636e\u5b58\u5728\u8d8b\u52bf\uff0c\u6b64\u5904\u9009trend and intercept
输入数据后在workfile里
view--unit root test
然后在里边选选 差不差分 ,加不加趋势项 常数项 点点就出来了
绛旓細file--new--workfile 杈撳叆鏁版嵁鍚庡湪workfile閲 view--unit root test 鐒跺悗鍦ㄩ噷杈归夐 宸笉宸垎 锛屽姞涓嶅姞瓒嬪娍椤 甯告暟椤 鐐圭偣灏卞嚭鏉ヤ簡
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