我使用 rats 官方网站上的 pancoint.src 程式 最後得出的结果为 The result of co2 -raw panel unit root test results- Levin-Lin rho-stat = 1.29693 Levin-Lin t-rho-stat = 1.66369 Levin-Lin ADF-stat = 1.94515 IPS ADF-stat = 2.63019 (using large sample adjustment values) Nsecs = 4 , Tperiods = 30 , no. regressors = 0 All reported values are distributed N(0,1) under null of unit root or no cointegration Panel stats are weighted by long run variances (see OBES reference for details) ******************************************** The result of gdppercaptia -raw panel unit root test results- Levin-Lin rho-stat = 1.44374 Levin-Lin t-rho-stat = 1.80081 Levin-Lin ADF-stat = 2.24255 IPS ADF-stat = 2.92544 (using large sample adjustment values) Nsecs = 4 , Tperiods = 30 , no. regressors = 0 All reported values are distributed N(0,1) under null of unit root or no cointegration Panel stats are weighted by long run variances (see OBES reference for details) ******************************************** 我的语法： CALENDAR(PANELOBS=30) 1975 all 4//2004:01 open data c:\co2test3.xls data(for=xls,org=obs) / co2 gdppercaptia source pancoint.src @pancoint(mlag=3) # co2 @pancoint(mlag=3) # gdppercaptia 我的目的是要检定 co2 与 gdppercaptia 两个变数资料是否为 stationary 请教版友们的是 我应该如何选择落後期数？ 我要怎麽去判读结果中的数据来得知是否有单根？ 在 @pancoint 下方的变数列表只单放 co2 和 gdppercaptia 是不是可以达成我的目的？ 谢谢 --

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