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1、（第（第12讲）讲） -10-5051020406080100 120 140 160 180 200y=y(-1)+u-200204060801001202004006008001000with stochastic trend-1001020304050607080255075100125 020040060080010001200-3.75-2.50-1.250.001.252.503.75Series: DFSample 1 10000Observations 10000Mean -0.403611Median -0.482977Maximum 3.710184Minimum -4.0
2、59540Std. Dev. 0.996819Skewness 0.250905Kurtosis 3.109055Jarque-Bera 109.8776Probability 0.0000000200400600800100012001400-5.00-3.75-2.50-1.250.001.25Series: DFSample 1 10000Observations 10000Mean -1.531341Median -1.555245Maximum 1.934342Minimum -5.380393Std. Dev. 0.867661Skewness 0.131914Kurtosis 3
3、.329006Jarque-Bera 74.10418Probability 0.0000000200400600800100012001400-5-4-3-2-101Series: DFSample 1 10000Observations 10000Mean -2.177181Median -2.164688Maximum 0.814376Minimum -5.444336Std. Dev. 0.767743Skewness 0.005023Kurtosis 3.399799Jarque-Bera 66.64172Probability 0.000000知道了知道了DF统计量的分布，就可以利用它进行单位根检验。统计量的分布，就可以利用它进行单位根检验。EViews 5 EViews 6 1234567850556065707580859095LnexLnim第第13章结束章结束
非平稳经济变量与协整
