603806—人造肉概念股

lnfdi的检验通不过，如下：

　　ADF Test Statistic -0.788727 1% Critical Value* -3.7856

　　5% Critical Value -3.0114

　　10% Critical Value -2.6457

　　*MacKinnon critical values for rejection of hypothesis of a unit root.

　　Augmented Dickey-Fuller Test Equation

　　Dependent Variable: D(LNFDI)

　　Method: Least Squares

　　Date: 04/29/09 Time: 19:56

　　Sample(adjusted): 1987 2007

　　Included observations: 21 after adjusting endpoints

　　Variable Coefficient Std. Error t-Statistic Prob.

　　LNFDI(-1) -0.010118 0.012829 -0.788727 0.4405

　　D(LNFDI(-1)) 0.635959 0.176469 3.603806 0.0020

　　C 0.144525 0.112318 1.286753 0.2145

　　R-squared 0.450315 Mean dependent var 0.172298

　　Adjusted R-squared 0.389239 S.D. dependent var 0.078990

　　S.E. of regression 0.061732 Akaike info criterion -2.600466

　　Sum squared resid 0.068595 Schwarz criterion -2.451248

　　Log likelihood 30.30489 F-statistic 7.373005

　　Durbin-Watson stat 1.375204 Prob(F-statistic) 0.004582

　　lngdp的也通不过，检验如下：

　　ADF Test Statistic -1.656784 1% Critical Value* -3.7856

　　5% Critical Value -3.0114

　　10% Critical Value -2.6457

　　*MacKinnon critical values for rejection of hypothesis of a unit root.

　　Augmented Dickey-Fuller Test Equation

　　Dependent Variable: D(LNGDP)

　　Method: Least Squares

　　Date: 04/29/09 Time: 19:58

　　Sample(adjusted): 1987 2007

　　Included observations: 21 after adjusting endpoints

　　Variable Coefficient Std. Error t-Statistic Prob.

　　LNGDP(-1) -0.049798 0.030057 -1.656784 0.1149

　　D(LNGDP(-1)) 0.497279 0.188250 2.641582 0.0166

　　C 0.353034 0.156419 2.256973 0.0367

　　R-squared 0.397926 Mean dependent var 0.338894

　　Adjusted R-squared 0.331029 S.D. dependent var 0.378411

　　S.E. of regression 0.309505 Akaike info criterion 0.623879

　　Sum squared resid 1.724281 Schwarz criterion 0.773097

　　Log likelihood -3.550731 F-statistic 5.948321

　　Durbin-Watson stat 1.936918 Prob(F-statistic) 0.010396

603806—217004

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