ADFTestStatistic-0.5191031%CriticalValue*-3.83045%CriticalValue-3.029410%CriticalValue-2.6552*MacKinnoncriticalvaluesforrejectionofhypothesisofaunitroot.AugmentedDickey-FullerTestEquationDependentVariable:D(X)Method:LeastSquaresDate:12/25/12Time:19:12Sample(adjusted):19922010Includedobservations:19afteradjustingendpointsVariableCoefficientStd.Errort-StatisticProb.X(-1)-0.0234870.045245-0.5191030.6108D(X(-1))0.2982540.2396171.2447140.2312C0.0205580.0204891.0033960.3306R-squared0.094425Meandependentvar0.014295AdjustedR-squared-0.018772S.D.dependentvar0.020176S.E.ofregression0.020365Akaikeinfocriterion-4.806077Sumsquaredresid0.006636Schwarzcriterion-4.656955Loglikelihood48.65773F-statistic0.834164Durbin-Watsonstat2.027766Prob(F-statistic)0.452268X的ADF检验Y的ADF检验ADFTestStatistic-2.5365421%CriticalValue*-3.83045%CriticalValue-3.029410%CriticalValue-2.6552*MacKinnoncriticalvaluesforrejectionofhypothesisofaunitroot.AugmentedDickey-FullerTestEquationDependentVariable:D(Y)Method:LeastSquaresDate:12/25/12Time:19:21Sample(adjusted):19922010Includedobservations:19afteradjustingendpointsVariableCoefficientStd.Errort-StatisticProb.Y(-1)-0.2225550.087740-2.5365420.0220D(Y(-1))0.2240220.2088051.0728760.2992C0.5260040.1983612.6517500.0174R-squared0.326597Meandependentvar0.034211AdjustedR-squared0.242422S.D.dependentvar0.091185S.E.ofregression0.079366Akaikeinfocriterion-2.085552Sumsquaredresid0.100784Schwarzcriterion-1.936430Loglikelihood22.81275F-statistic3.879964Durbin-Watsonstat1.762114Prob(F-statistic)0.042286Date:12/25/12Time:19:26Sample:19902010Includedobservations:19Testassumption:LineardeterministictrendinthedataSeries:XYLagsinterval:1to1Likelihood5Percent1PercentHypothesizedEigenvalueRatioCriticalValueCriticalValueNo.ofCE(s)0.68043422.3476615.4120.04None**0.0347820.6726333.766.65Atmost1*(**)denotesrejectionofthehypothesisat5%(1%)significancelevelL.R.testindicates1cointegratingequation(s)at5%significancelevelUnnormalizedCointegratingCoefficients: