# adf test 协整检验_协整检验eviews操作_eviews协整检验步骤_eviews协整性检验步骤

16365℃

```求助。 因为没有学过计量经济学，以前也从来没接触过Eviews，但是论文里要做ADF检验、协整检验和Granger因果关系检验。看了两天还是云里雾里的。

1992 9.349841411 11.26943889
1993 10.4474094 11.61569864
1994 10.48603831 12.07249554
1995 10.59435714 12.33193407
1996 10.82301305 12.35880661
1997 10.92247927 12.58906035
1998 10.82633673 12.59941794
1999 10.85967185 12.75915571
2000 11.03788517 13.15537447
2001 11.37877674 13.34470661
2002 11.73363405 13.61254211
2003 12.05946759 14.00397819
2004 12.25639497 14.32771543
2005 12.35051492 14.61448335
2006 12.40089079 14.87227672
2007 12.43128605 15.15720209
2008 12.44425849 15.34863703```
```恩。谢谢你的回答。因为论文要交了，这个我前两天自己摸索出来了。检验是一样的。就是因果关系那里是看P值而不是看F值吗？

Null Hypothesis: LNFDI has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic based on AIC, MAXLAG=3) Augmented Dickey-Fuller test statistic

t-Statistic Prob.*
-1.45226403166189 0.526994561264069
Test critical values:
1% level -4.00442492401717
5% level -3.09889640532337
10% level -2.69043949557234

*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 14

t-Statistic Prob.*
– 2.8606168858628 0.0770552989049772
Test critical values:
1% level -4.05790968439663
5% level -3.11990956512408
10% level -2.70110325490427

2.LNEX的结果：

t-Statistic Prob.*
-4.92297051527175 0.00340857899403409
Test critical values:
1% level -4.20005563101359
5% level -3.17535190654929
10% level -2.72898502029817

Null Hypothesis: Obs F-Statistic Probability

LNEX does not Granger Cause LNFDI 15
7.47260684251629 0.0103529438201321
LNFDI does not Granger Cause LNEX
71.0713505999399 0.0103529438201321

```第一步，单位根检验，看是否同阶单整。若否，不协整，检验结束。

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