Page 21 - 陳慧光

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 **

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