PP.test(MxAlberta_Female45,lshort=TRUE)
Phillips-Perron Unit Root Test
data: MxAlberta_Female45
Dickey-Fuller = -7.5154, Truncation lag parameter = 3, p-value = 0.01
> PP.test(diff(MxAlberta_Female45))
Phillips-Perron Unit Root Test
data: diff(MxAlberta_Female45)
Dickey-Fuller = -20.8186, Truncation lag parameter = 3, p-value = 0.01
> PP.test(MxBC_Female45)
Phillips-Perron Unit Root Test
data: MxBC_Female45
Dickey-Fuller = -6.8781, Truncation lag parameter = 3, p-value = 0.01
> adf.test(diff(MxBC_Female45))
Error: could not find function "adf.test"
>
> PP.test(MxM_Female45)
Phillips-Perron Unit Root Test
data: MxM_Female45
Dickey-Fuller = -6.2955, Truncation lag parameter = 3, p-value = 0.01
> PP.test(diff(MxM_Female45))
Phillips-Perron Unit Root Test
data: diff(MxM_Female45)
Dickey-Fuller = -17.1554, Truncation lag parameter = 3, p-value = 0.01
>
> PP.test(MxNB_Female45)
Phillips-Perron Unit Root Test
data: MxNB_Female45
Dickey-Fuller = -7.5638, Truncation lag parameter = 3, p-value = 0.01
> PP.test(diff(MxNB_Female45))
Phillips-Perron Unit Root Test
data: diff(MxNB_Female45)
Dickey-Fuller = -20.2759, Truncation lag parameter = 3, p-value = 0.01
>
> MxNL_Female45a<-na.omit(MxNL_Female45)
> PP.test((MxNL_Female45a))
Error in embed(x, 2) : 'x' is not a vector or matrix
> PP.test(diff(MxNL_Female45a))
Phillips-Perron Unit Root Test
data: diff(MxNL_Female45a)
Dickey-Fuller = -15.269, Truncation lag parameter = 3, p-value = 0.01
>
> MxNTN_Female45a<-na.omit(MxNTN_Female45)
> PP.test(MxNTN_Female45a)
Error in embed(x, 2) : 'x' is not a vector or matrix
> PP.test(diff(MxNTN_Female45a))
Phillips-Perron Unit Root Test
data: diff(MxNTN_Female45a)
Dickey-Fuller = -26.5311, Truncation lag parameter = 3, p-value = 0.01
>
> PP.test(MxNS_Female45)
Phillips-Perron Unit Root Test
data: MxNS_Female45
Dickey-Fuller = -6.6251, Truncation lag parameter = 3, p-value = 0.01
> PP.test(diff(MxNS_Female45))
Phillips-Perron Unit Root Test
data: diff(MxNS_Female45)
Dickey-Fuller = -18.9064, Truncation lag parameter = 3, p-value = 0.01
>
> PP.test(MxO_Female45)
Phillips-Perron Unit Root Test
data: MxO_Female45
Dickey-Fuller = -5.1652, Truncation lag parameter = 3, p-value = 0.01
> PP.test(diff(MxO_Female45))
Phillips-Perron Unit Root Test
data: diff(MxO_Female45)
Dickey-Fuller = -23.8322, Truncation lag parameter = 3, p-value = 0.01
>
> PP.test(MxPEI_Female45)
Phillips-Perron Unit Root Test
data: MxPEI_Female45
Dickey-Fuller = -8.3567, Truncation lag parameter = 3, p-value = 0.01
> PP.test(diff(MxPEI_Female45))
Phillips-Perron Unit Root Test
data: diff(MxPEI_Female45)
Dickey-Fuller = -20.8593, Truncation lag parameter = 3, p-value = 0.01
>
> PP.test(MxQ_Female45)
Phillips-Perron Unit Root Test
data: MxQ_Female45
Dickey-Fuller = -4.328, Truncation lag parameter = 3, p-value = 0.01
> PP.test(diff(MxQ_Female45))
Phillips-Perron Unit Root Test
data: diff(MxQ_Female45)
Dickey-Fuller = -14.1897, Truncation lag parameter = 3, p-value = 0.01
>
> PP.test(MxS_Female45)
Phillips-Perron Unit Root Test
data: MxS_Female45
Dickey-Fuller = -7.0793, Truncation lag parameter = 3, p-value = 0.01
> PP.test(diff(MxS_Female45))
Phillips-Perron Unit Root Test
data: diff(MxS_Female45)
Dickey-Fuller = -23.2774, Truncation lag parameter = 3, p-value = 0.01
>
> MxY_Female45a<-na.omit(MxY_Female45)
> PP.test(MxY_Female45a)
Error in embed(x, 2) : 'x' is not a vector or matrix
> PP.test(diff(MxY_Female45a))
Phillips-Perron Unit Root Test
data: diff(MxY_Female45a)
Dickey-Fuller = -17.6945, Truncation lag parameter = 3, p-value = 0.01
我正在研究 R 中的 Philips Perron 测试。在这里你可以看到结果，我想知道为什么 pvalues 总是 0,01 不仅对于变量级别，而且在差分级别。请就我的代码中出现的问题提出一些建议。