《Table 1 Stationarity test of time series dataΔln GDPtandΔln AEtand residual et》
本系列图表出处文件名:随高清版一同展现
《Empirical Analysis on the Influence of Agricultural Products Export on Economic Growth in China》
Note:In test form,c is constant item,and t is tendency item,and 1 shows1-year lagging order number.Selection standard is that AIC and SC are the minimum,while*shows 10%of significant level.
Residual sequence of regression is marked as et.By testing stationarity of series et,it could judge if series ln GDPtand ln AEt have long-term stable relationship.Similarly,ADF is used to conduct stationarity test of the series et.If series etis stable,stationary sequences ln GDPtand ln AEtare CI(1,1),and test result is shown as Table 1.Test results show that ADF statistical value-4.481 272 of residual series etis smaller than critical value-2.771 129 at 10%of significant level.It is rejected the nihilism hypothesis that residual sequence ethas a unit root,that is to say,etis stationary sequence,marked as I(0).It indicates that series ln GDPtand ln AEthave cointegration relationship,and there exists long-term stable relationship.
图表编号 | XD00182622200 严禁用于非法目的 |
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绘制时间 | 2018.10.01 |
作者 | Dandan LIANG |
绘制单位 | Pingdingshan University |
更多格式 | 高清、无水印(增值服务) |