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标题: 请教2012 L2 sample version 1 第十题 [打印本页]

作者: gagarin61412    时间: 2012-5-25 05:06     标题: 请教2012 L2 sample version 1 第十题

10. Assuming a 5%level of significance, the Dickey-Fuller results reported in Exhibit 2 show that the: A. Test for a unit root is inconclusive for the dependent variable. B. Dependent variable exhibits a unit root but the independent variables do not. C. Independent variable exhibits a unit root but the dependent variables do not.

为什么Dependent variable exhibits a unit root ?1.591>0.1123 也应该拒绝啊
作者: liyikw    时间: 2012-5-25 06:10

unit root 好像只看indep variable的
话说楼主你sample答案哪里找的
作者: gagarin61412    时间: 2012-5-25 07:01

unit root indep dep 2个都要看的,答案论坛里下的sample里面自带的




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