回归：
Dependent Variable: Y
Method: Least Squares
Date: 04/09/14 Time: 20:40
Sample: 2003 2012
Included observations: 10
Variable Coefficient Std. Error t-Statistic Prob.
L -7.584788 2.987176 -2.539116 0.0441
K 0.627143 0.208381 3.009604 0.0237
I -0.131563 0.070898 -1.855656 0.1129
C 82.50331 31.82297 2.592571 0.0411
R-squared 0.992831 Mean dependent var 7.271989 Adjusted R-squared 0.989246 S.D. dependent var 0.387985 S.E. of regression 0.040234 Akaike info criterion -3.299031 Sum squared resid 0.009713 Schwarz criterion -3.177997 Log likelihood 20.49515 Hannan-Quinn criter. -3.431805 F-statistic 276.9743 Durbin-Watson stat 1.920806 Prob(F-statistic) 0.000001
变量Y的ADF检验
Null Hypothesis: Y has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 0.745045 0.9832 Test critical values: 1% level -4.582648
5% level -3.320969
10% level -2.801384
*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 8
变量L的ADF检验
Null Hypothesis: L has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic -2.149207 0.2335
Test critical values: 1% level -4.582648
5% level -3.320969
10% level -2.801384
变量K的ADF检验
Null Hypothesis: K has a unit root
Exogenous: Constant
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 1.366096 0.9953 Test critical values: 1% level -4.582648
5% level -3.320969
10% level -2.801384
变量I的ADF检验
Null Hypothesis: I has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Fixed)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.035819 0.8697 Test critical values: 1% level -5.835186
5% level -4.246503
10% level -3.590496
协整检验
Null Hypothesis: RESID01 has a unit root
Exogenous: None
Lag Length: 1 (Automatic based on SIC, MAXLAG=1)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.175517 0.0060 Test critical values: 1% level -2.886101
5% level -1.995865
10% level -1.599088
*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 8。