Taking the real differential digit as critical value and selecting lag truncation parameter to make root test have maximum power,the author compares the reliability of ADF test and PP test through their theoretical power.

• 以统计量的实际分位数为临界值,在选择滞后截断参数使单位根检验具有最高势的前提下,通过比较检验的势给出了ADF检验和PP检验可靠性的比较结果及其适用范围。