時序圖判斷平穩(wěn)性

1、時序圖判斷平穩(wěn)性，圖形有明顯的上升趨勢，直觀看該時間序列為非平穩(wěn)序列。Date: 05/29/17 Time: 09:35Sample: 1994 2014Included observations: 21AutocorrelationPartial CorrelationAC  PAC Q-Stat Prob     . |*|     . |*|10.8640.86418.0390.000     .

2、|* |     . *| . |20.711-0.14330.8860.000     . |* |     . *| . |30.546-0.13238.8890.000     . |* |     . *| . |40.380-0.10942.9880.000     . |*. |

3、0;    . | . |50.237-0.02344.6780.000     . |* . |     . | . |60.109-0.06245.0570.000     . | . |     . *| . |7-0.012-0.10045.0620.000     . *| . | 

4、60;   . | . |8-0.108-0.03045.4940.000     . *| . |     . | . |9-0.185-0.04846.8730.000     .*| . |     . | . |10-0.247-0.06149.5620.000     .*| . |  &

5、#160;  . | . |11-0.295-0.06153.7580.000     .*| . |     . | . |12-0.328-0.05159.5340.000由上圖知序列非平穩(wěn)單位根檢驗Null Hypothesis: Y has a unit rootExogenous: ConstantLag Length: 3 (Automatic - based on SIC, maxlag=4)t-Statistic  Prob.*Augmen

6、ted Dickey-Fuller test statistic-4.034216 0.0075Test critical values:1% level-3.8867515% level-3.05216910% level-2.666593*MacKinnon (1996) one-sided p-values.Warning: Probabilities and critical values calculated for 20 observations        and may not be a

7、ccurate for a sample size of 17對原始數(shù)據(jù)進行處理一階差分的單位根檢驗Null Hypothesis: D(Y) has a unit rootExogenous: Constant, Linear TrendLag Length: 0 (Automatic - based on SIC, maxlag=4)t-Statistic  Prob.*Augmented Dickey-Fuller test statistic-1.758129 0.6843Test critical values:1% level-4.5325985% l

8、evel-3.67361610% level-3.277364*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 19Null Hypothesis: D(Y,2) has a unit rootExogenous: ConstantLag Le

9、ngth: 0 (Automatic - based on SIC, maxlag=4)t-Statistic  Prob.*Augmented Dickey-Fuller test statistic-4.314001 0.0040Test critical values:1% level-3.8573865% level-3.04039110% level-2.660551*MacKinnon (1996) one-sided p-values.Warning: Probabilities and critical values calculated for

10、20 observations        and may not be accurate for a sample size of 18二階差分平穩(wěn)生成y的一階差分序列x x的一階差分序列x1X的時序圖Null Hypothesis: X1 has a unit rootExogenous: ConstantLag Length: 0 (Automatic - based on SIC, maxlag=3)t-Statistic  Prob.*Augmented Dickey-Fuller

11、test statistic-4.314001 0.0040Test critical values:1% level-3.8573865% level-3.04039110% level-2.660551*MacKinnon (1996) one-sided p-values.Warning: Probabilities and critical values calculated for 20 observations        and may not be accurate for a samp

12、le size of 18X1的自相關和偏自相關圖Date: 05/29/17 Time: 10:02Sample: 1994 2014Included observations: 19AutocorrelationPartial CorrelationAC  PAC Q-Stat Prob     . *| . |     . *| . |1-0.080-0.0800.14340.705     .*|

13、. |     .*| . |2-0.320-0.3292.54660.280     . |*. |     . |*. |30.3160.2885.03550.169     . | . |     . *| . |40.007-0.0755.03690.284     . *| . |

14、0;    . |* . |5-0.1050.1015.35410.374     . *| . |     .*| . |6-0.111-0.2805.73170.454     . | . |     . | . |7-0.046-0.0235.80100.563     . | . |     .*| . |8-0.049-0.2245.88670.660     . *| . |     . | . |9-0.101-0.0046.29590.710     . | . |     . *| .