stata面板数据单位根检验llc_stata面板单位根检验怎样看结果？LLC、ADF_Fisher以及IPS,求助...

问题2：我又做了ADF_Fisher检验，结果如下图，这个怎么看结果有没有单位根呢？该看下面4个p 值哪个？我自己想的是4个p 值都挺大的，我就把lags(1)变成lags(2)  或者lags(3)，结果p值越来越大，等到lags(4)时，变成再下面这个图了？是啥意思啊？

这种情况该怎么解决呢？单位根有没有怎么说明呀？

. xtunitroot fisher lndpgdp ,dfuller lags(1) demean

Fisher-type unit-root test for lndpgdp

Based on augmented Dickey-Fuller tests

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Ho: All panels contain unit roots           Number of panels  =     15

Ha: At least one panel is stationary        Number of periods =     10

AR parameter: Panel-specific                Asymptotics: T -> Infinity

Panel means:  Included

Time trend:   Not included                  Cross-sectional means removed

Drift term:   Not included                  ADF regressions: 1 lag

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Statistic      p-value

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Inverse chi-squared(30)    P        33.3011       0.0096

Inverse normal                 Z         0.5684       0.0151

Inverse logit t(79)            L*        0.9064       0.8163

Modified inv. chi-squared Pm        0.4262       0.3350

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P statistic requires number of panels to be finite.

Other statistics are suitable for finite or infinite number of panels.

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. xtunitroot fisher lndpgdp ,dfuller lags(4) demean

Fisher-type unit-root test for lndpgdp

Based on augmented Dickey-Fuller tests

--------------------------------------

Ho: All panels contain unit roots           Number of panels  =     15

Ha: At least one panel is stationary        Number of periods =     10

AR parameter: Panel-specific                Asymptotics: T -> Infinity

Panel means:  Included

Time trend:   Not included                  Cross-sectional means removed

Drift term:   Not included                  ADF regressions: 4 lags

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Statistic      p-value

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Inverse chi-squared(30)   P         0.0000       1.0000

Inverse normal                Z              .            .

Inverse logit t(4)             L*             .            .

Modified inv. chi-squared Pm       -3.8730       0.9999

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问题3：同理在IPS检验中，虽然我不知道lags(aic 1)是啥意思，但是看结果p-value   0.1421比较大的，所以我又把lags(aic 1)换成lags(aic 2)、lags(aic3)、结果 尝试后为 0.0000，这一操作结果该怎么解释呢？

还有ADF regressions: 2.07 lags是啥意思？

. xtunitroot ips lnex, lags(aic 1) demean

Im-Pesaran-Shin unit-root test for lnex

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Ho: All panels contain unit roots           Number of panels  =     15

Ha: Some panels are stationary              Number of periods =     10

AR parameter: Panel-specific                Asymptotics: T,N -> Infinity

Panel means:  Included                                        sequentially

Time trend:   Not included                  Cross-sectional means removed

ADF regressions: 0.33 lags average (chosen by AIC)

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Statistic      p-value

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W-t-bar             -1.0709        0.1421

------------------------------------------------------------------------------毕业论文数据，求各位大神赐教啊！小妹谢过啦！