Statalist,
would anybody know why the outreg command works after the dfuller command when you do not have a time trend in the regression but fails to work when you specify trend in the dfuller command? Any help please?
It works here:
dfuller netpremmean, lags(1)
outreg using "C:\unitroot\averaged variables DF without trend results 1.xls", addstat("DF with no trend statistic", r(Zt),"Optimal lags", r(lags)) replace
But it does not work here:
dfuller netpremmean, lags(1) trend reg
outreg using "C:\unitroot\averaged variables DF with trend results 1.xls", addstat("DF with trend statistic", r(Zt),"Optimal lags", r(lags)) replace
Rather it gives a message:
variable __000001 not found
This sounds as if it cannot find any variables to send to the file.
Can anybody help please?
many thanks
Dev
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