Page 20 - 陳慧光
P. 20

表 3: ADF 單根檢定結果

                     通膨                                                                                               含時間趨勢              不含時間趨勢
              項次                        子項                             主項 / 細項                    僅含截距項
                     指標                                                                                               及截距項               及截距項

               1                                        CPI                                        -6.6351 ***         -7.1953 ***         -4.8876 ***
               2                                        Core CPI                                   -3.3581 **          -6.7172 ***         -0.7493

               3     CPI                                Shelter                                    -2.9927 **          -4.3822 ***         -0.7662
               4                                        Food and beverages                         -3.5871 ***         -3.9181 **          -2.5499 **
               5                                        Transportation services                   -10.2409 ***        -10.4918 ***         -5.6833 ***
               6                                        PPI                                        -5.1028 ***         -5.4038 ***         -4.1686 ***

               7                                        Core PPI                                   -3.6737 ***         -3.8837 **          -2.8026 ***
               8                                        Final demand goods                         -7.8066 ***         -7.8849 ***         -7.3749 ***

               9                                        Final demand foods                        -13.5708 ***        -13.5495 ***        -13.0849 ***
               10                                       Final demand services                      -4.9521 ***        -12.1016 ***         -3.3355 ***

               11     PPI                               Final demand transportation & warehousing  -8.4589 ***         -8.4505 ***         -8.0914 ***
                                                              services
                                                        Final demand services less trade,
               12                                                                                  -7.4242 ***         -8.3514 ***         -1.3253
                                                              transportation, & warehousing
               13                                       Final demand construction                  -2.7771 *           -4.5056 ***         -2.2902 **
               14             Final demand construction  Construction for private capital investment  -2.8439 *        -2.8967             -2.3538 **
               15             Final demand construction  Construction for government               -2.6679 *           -4.5796 ***         -2.1875 **








                                                                                    18
   15   16   17   18   19   20   21   22   23   24   25