.l 实验3问题一：对“实验3数据上证指数对数收益率”检验其平稳性和白噪声性表1 单位根检验Null Hypothesis: SER01 has a unit rootExogenous: ConstantLag Length: 0 (Automatic based on SIC, MAXLAG=17)t-StatisticProb.*Augmented Dickey-Fuller test statistic-1.1387040.7017Test critical values:1% level5% level10% level-3.443663-2.867304-2.569902如表1所示，t-Statistic为-1.138704，显著水平为0.01、0.05、0.10时的临界值分别为-3.443663、-2.867304、-2.2569902，所以无论显著水平为0.01、0.05还是0.10，序列都是非平稳的。表2 二阶差分序列的单位根检验Null Hypothesis: D(X,
