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
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