问题2:我又做了ADF_Fisher检验,结果如下图,这个怎么看结果有没有单位根呢?该看下面4个p 值哪个?我自己想的是4个p 值都挺大的,我就把lags(1)变成lags(2) 或者lags(3),结果p值越来越大,等到lags(4)时,变成再下面这个图了?是啥意思啊?
这种情况该怎么解决呢?单位根有没有怎么说明呀?
. xtunitroot fisher lndpgdp ,dfuller lags(1) demean
Fisher-type unit-root test for lndpgdp
Based on augmented Dickey-Fuller tests
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Ho: All panels contain unit roots Number of panels = 15
Ha: At least one panel is stationary Number of periods = 10
AR parameter: Panel-specific Asymptotics: T -> Infinity
Panel means: Included
Time trend: Not included Cross-sectional means removed
Drift term: Not included ADF regressions: 1 lag
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