求解析

NO.PZ202208300200000104问题如下 Assuming a 5% level of significance, the most appropriate conclusionthcawn from the ckey–Fuller results reportein Exhibit 2 is thatthe: A.test for a unit root is inconclusive for the penntvariable.B.pennt variable exhibits a unit root but theinpennt variables not.C.inpennt variables exhibitunit roots but the pennt variable es not. The ckey–Fuller test uses a regression of the type:xt-xt-1=b0+g xt-1+εt The null hypothesis is H0: g= 0 versus the alternativehypothesis H1: g 0 (a one-tail test). If g=0 the time series hasa unit root anis nonstationary. Thus, if we fail to rejethe nullhypothesis, we accept the possibility ththe time series ha unit root ans nonstationary. Baseon the t ratios antheir significanlevels inExhibit 2, we rejethe null hypothesis ththe coefficient is zero for bothoutsi air temperature anassembly line spee(i.e., the inpenntvariables). We not rejethe null for the pennt variable, fectiveassemblies per hour. 表格中的数字怎么和题目对应起来？完全不知道怎么用

NO.PZ202208300200000104 问题如下 Assuming a 5% level of significance, the most appropriate conclusionthcawn from the ckey–Fuller results reportein Exhibit is thatthe: A.test for a unit root is inconclusive for the penntvariable. B.pennt variable exhibits a unit root but theinpennt variables not. C.inpennt variables exhibitunit roots but the pennt variable es not. The ckey–Fuller test uses a regression of the type:xt-xt-1=b0+g xt-1+εt The null hypothesis is H0: g= 0 versus the alternativehypothesis H1: g 0 (a one-tail test). If g=0 the time series hasa unit root anis nonstationary. Thus, if we fail to rejethe nullhypothesis, we accept the possibility ththe time series ha unit root ans nonstationary. Baseon the t ratios antheir significanlevels inExhibit 2, we rejethe null hypothesis ththe coefficient is zero for bothoutsi air temperature anassembly line spee(i.e., the inpenntvariables). We not rejethe null for the pennt variable, fectiveassemblies per hour. 我知道 test是从AR(1) mol xt-xt-1 =b0+g xt-1+εt开始，但还是不太懂该怎么解题，我的疑问如下，谢谢！这题pennt variable (fective assemblies per hour) 和 inpennt variables (outsi air temperature anassembly line spee 该怎么写成mol的形式？关于检验inpennt varibale有无unit root，我的做法对吗？【H0是假设g=0。如果g=0，那就有unit root。outsi air temperature 和 assembly line spee统计量分别是-5.846 和 -13.510，都是落在±1.96之外，所以要拒绝H0，说明两个inpennt variables没有unit root。】pennt variable怎么检验有无unit root？ 检验里面的变量都是现在的X和过去的X。