Note: In the test type (c, t, k), c is the intercept item, t is the time
trend term (t=0 means no trend) and k is the optimal lag length.
- Co-integration Test
Co-integration test is conducted on their original time series and
CEEMDAN decomposition sequence of rainfall, runoff and sediment with EG
two-step method. The first step is to perform OLS regression on the
original sequence and the same time scale component sequence of
rainfall, runoff, sediment to establish a co-integration equation; the
second step is to perform a unit root test on the residuals of each
co-integration equation. If the residual sequence is stationary, the
co-integration relationship exists; otherwise this relationship does not
exist. It can be seen from table 3 that the ADF test values of the
residual sequences of all co-integration equations are less than the
critical values of the significance levels of 1%, 5% and 10%, so the
co-integration relationship exists.
(11)
(0.014418) (0.005056)
(12)
(0.071956) (0.005192)
(13)
(0.094843) (0.004324)
(14)
(0.220190) (0.017521)
(15)
(0.025683) (0.002785)
(16)
(0.001172) (0.000456)
In the formula, ut represents the residual
sequence of the equation, and the data in bracket is the standard
deviation of the corresponding coefficient of the equation.
Table 3 Unit root test results of residual sequences of co-integration
equations