ADF检验在eviews中怎么操作？ Eviews6怎么进行ADF检验
\u5982\u4f55\u5728Eviews\u4e2d\u505aADF\u68c0\u9a8c\uff1fView\Unit Root Test\u4e4b\u540e\uff0c\u5728test type\u4e2d\u9009\u62e9Augmented Dickey-Fuller;Include in tese equation\u4e2d\u7b2c\u4e00\u4e2a\u662f\u6307\u53ea\u5305\u542b\u622a\u8ddd\u9879\uff0c\u7b2c\u4e8c\u4e2a\u662f\u5305\u542b\u622a\u8ddd\u9879\u548c\u65f6\u95f4\u8d8b\u52bf\uff0c\u7b2c\u4e09\u4e2a\u662f\u90fd\u4e0d\u5305\u542b\uff1bLag length\u662f\u6307\u4f60\u9009\u7528\u54ea\u4e2a\u51c6\u5219\u6765\u5224\u65ad\uff0c\u9ed8\u8ba4\u7684\u662fSIC\u51c6\u5219\uff0cMaximum lags\u53ef\u4ee5\u6839\u636e\u4f60\u7684\u6837\u672c\u6570\u6765\u5224\u65ad\uff0c\u8981\u662f\u6837\u672c\u6570\u6bd4\u8f83\u591a\u586b\u4e2a10\uff0c\u8981\u662f\u4e0d\u591f\u7684\u8bdd\u4f1a\u663e\u793a\u4e0d\u80fd\u505a\u7684\uff0c\u4f60\u5c31\u586b\u5c11\u4e00\u70b9\u4e86~~~~
quick-series statistics-unit root test输入series name，出现Unit root test对话框
test type 选择Augmented Dickey-Fuller
test for unit root in 是指对原序列，对一阶差分序列还是对二级差分序列进行分析
intercept，trend and intercept,none分别是指只含截距项，包含截距项和趋势项，不包含趋势项和截距项
Lag length 一般根据SIC或者AIC自动选择最优的滞后阶
选择完成后点击OK即可
看Q统计量和相应的p值来判断自相关和偏相关问题啊
绛旓細棣栧厛鏄渶瑕佸鍏ユ暟鎹紝浣犲彲浠ユ妸鏁版嵁瀛樺湪excel閲岄潰銆傜劧鍚庡彟瀛樹负 03鐗堟湰鐨別xcel锛佹墦寮eviews -->file-->new-->workfile 璁剧疆濂戒綘闇瑕佺殑鏃ユ湡锛屼篃灏辨槸浣犳暟鎹殑闀垮害 鐒跺悗 file -->import--->read text lotus excel 閫夋嫨浣犵殑excel鏂囨。 鍦╪ames for series or number if named in file 閲屽～鍐欎綘鎯...
绛旓細涓嶇煡闃佷笅鐢ㄧ殑鏄摢涓増鏈紝绗簩涓竴鑸塴evel锛岀鍥涗釜娌¤瀹氬叿浣撴槸鍑犻樁婊炲悗椤癸紝鎴戠敤鐨勪娇EVIEws5.0鐗堟湰锛屾粸鍚庨」鏄嚜鍔ㄩ夋嫨鐨勶紱涓鑸杩涜ADF妫楠瑕佸垎3姝ワ細1 瀵瑰師濮嬫椂闂村簭鍒杩涜妫楠锛屾鏃剁浜岄」閫塴evel锛岀涓夐」閫塏one.濡傛灉娌￠氳繃妫楠岋紝璇存槑鍘熷鏃堕棿搴忓垪涓嶅钩绋筹紱2 瀵瑰師濮嬫椂闂村簭鍒楄繘琛屼竴闃跺樊鍒嗗悗鍐嶆楠岋紝鍗...
绛旓細ADF妫楠岀殑鍘熷亣璁炬槸锛氭湁鍗曚綅鏍广俻鍊煎皬浜0.05锛屽垯鍙互鎷掔粷鍗曚綅鏍圭殑鍋囪锛屼綘杩欓噷p鍊兼槸0.000锛屽畬鍏ㄥ彲浠ユ嫆缁濆師鍋囪锛屽簭鍒楀钩绋炽傚綋鏍锋湰閲忚冻澶熷ぇ鏃讹紝t鍒嗗竷浜庢鎬佸垎甯冪被浼硷紝t鍊煎ぇ浜2鎴栧皬浜-2锛屽垯鍙互鎷掔粷鍘熷亣璁俱傚湪杩欓噷t鍊间负-9.658201锛屽畬鍏ㄥ彲浠ユ嫆缁濆師鍋囪锛屽嵆涓嶅瓨鍦ㄥ崟浣嶆牴锛屽簭鍒楀凡缁忓钩绋炽備笅闈㈤偅涓1%锛5%...
绛旓細鍙锛屽湪鍚勬按骞充笂x閮芥槸骞崇ǔ鐨勩傚洜姝わ紝鍙互鎶婂師搴忓垪x鐪嬪仛涓闃跺崟鏁淬傦紙浜岋級銆佸彧鏈変竴闃跺崟鏁寸殑搴忓垪鎵嶅彲浠ヨ繘琛屽崗鏁存楠岋細鍒╃敤engle鍜実ranger鎻愬嚭鐨勪袱姝ユ楠屾硶锛氶鍏堝缓绔嬫ā鍨嬶細y=ax+c+e锛岀粨鏋滀负Y = 0.720902361403*X + 788.046309221 鍐嶅鏂圭▼鐨勬畫宸杩涜ADF妫楠锛歂ull Hypothesis: E has a unit root E...
绛旓細瑕佸畬鏁村紕鎳傝繖涓棶棰橈紝浣犻渶瑕佺煡閬撲袱浠朵簨锛1銆佷及璁″嚭鐨勬柟绋嬪弬鏁扮殑鏄捐憲鎬ф楠屾槸濡備綍璁＄畻鐨勩2銆丄DF妫楠岀殑妯″瀷璁惧畾鎴愪粈涔堝舰寮忕殑銆傚紕鎳備簡杩欎袱涓棶棰橈紝浣犳噦浜嗐eviews涓瑼DF妫楠锛屼綘瑙傚療浣犵粰鍑虹殑ADF缁撴灉绐楀彛涓紝绗洓琛岋紝鏈変釜t-statistic,鍚庨潰杩樻湁涓涓猵rob.浣犲彧闇瑕佺湅prob.灏辫浜嗭紝鍏蜂綋鏉ヨ锛屽畠鐨勫煎鏋滃皬浜...
绛旓細ADF妫楠岀殑鍘熷亣璁炬槸瀛樺湪鍗曚綅鏍癸紝鎵浠鍊煎皬浜0.01灏卞彲浠ヨ涓鸿兘鍚﹀畾鍘熷亣璁撅紝璁や负搴忓垪骞崇ǔ
绛旓細View\Unit Root Test涔嬪悗锛屽湪test type涓夋嫨Augmented Dickey-Fuller;Include in tese equation涓涓涓槸鎸囧彧鍖呭惈鎴窛椤癸紝绗簩涓槸鍖呭惈鎴窛椤瑰拰鏃堕棿瓒嬪娍锛岀涓変釜鏄兘涓嶅寘鍚紱Lag length鏄寚浣犻夌敤鍝釜鍑嗗垯鏉ュ垽鏂紝榛樿鐨勬槸SIC鍑嗗垯锛孧aximum lags鍙互鏍规嵁浣犵殑鏍锋湰鏁版潵鍒ゆ柇锛岃鏄牱鏈暟姣旇緝澶氬～涓10锛岃...
绛旓細瀵规暟鍖栦箣鍚庯紝缂╁皬浜嗘暟鎹殑鏁伴噺绾э紝涔熼檷浣庝簡娉㈠姩鎬э紝瀹规槗杈惧埌骞崇ǔ锛屽緢澶氭暟鎹兘杩欎箞澶勭悊銆傜劧鍚庡啀鍋ADF妫楠锛屽師搴忓垪妫楠屽悗涓嶅钩绋冲氨宸垎锛岀洿鍒板钩绋充负姝紝涓嶈繃涓鑸樊鍒嗕袱娆″氨宸茬粡骞崇ǔ浜嗭紝宸垎澶浜嗕笉濂斤紝浼氭崯澶变俊鎭殑锛屽簭鍒楁楠屾椂鍒嗕负浠涔堥兘娌℃湁鐨勶紝鏈夎秼鍔块」鐨勫拰鎴窛椤圭殑锛屼笁涓兘瑕侀氳繃鎵嶈銆傞偅涓渶澶ф粸鍚庨」...
绛旓細ADF妫楠岀殑鍘熷亣璁炬槸锛氭湁鍗曚綅鏍广俻鍊煎皬浜0.05锛屽垯鍙互鎷掔粷鍗曚綅鏍圭殑鍋囪锛屼綘杩欓噷p鍊兼槸0.000锛屽畬鍏ㄥ彲浠ユ嫆缁濆師鍋囪锛屽簭鍒楀钩绋炽傚綋鏍锋湰閲忚冻澶熷ぇ鏃讹紝t鍒嗗竷浜庢鎬佸垎甯冪被浼硷紝t鍊煎ぇ浜2鎴栧皬浜-2锛屽垯鍙互鎷掔粷鍘熷亣璁俱傚湪杩欓噷t鍊间负-9.658201锛屽畬鍏ㄥ彲浠ユ嫆缁濆師鍋囪锛屽嵆涓嶅瓨鍦ㄥ崟浣嶆牴锛屽簭鍒楀凡缁忓钩绋炽備笅闈㈤偅涓1%锛5%...
绛旓細鍥犱负浣鐢ㄧ殑澶氱粍搴忓垪鏉ュ仛妫楠锛屼竴鑸兘鏄敤涓缁勫簭鍒楁潵鍋氭楠岋紝鐣岄潰浼氫笉涓鏍枫備細鍜屾ゼ涓婅鐨勪竴鏍
