Dev Vencappa <[email protected]> wrote that -dfuller- was producing
an error message when both the lags() and the -trend- options were
specified. Specifically, he wrote that
> dfuller netpremmean, lags(1) trend reg
produced the message:
> variable __000001 not found
I am unable to reproduce this problem. The output below contains an example
in which -dfuller- works fine.
-------------------------Begin example-------------------------------------
. use http://www.stata-press.com/data/r8/lutkepohl
(Quarterly SA West German macro data, Bil DM, from Lutkepohl 1993 Table E.1)
. dfuller investment , lags(1) trend reg
Augmented Dickey-Fuller test for unit root Number of obs = 90
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -1.855 -4.062 -3.460 -3.156
------------------------------------------------------------------------------
* MacKinnon approximate p-value for Z(t) = 0.6773
------------------------------------------------------------------------------
D.investment | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
investment |
L1 | -.0732631 .0394862 -1.86 0.067 -.151759 .0052327
LD | -.0095236 .1072537 -0.09 0.929 -.222737 .2036898
_trend | .6089729 .3123059 1.95 0.054 -.0118707 1.229816
_cons | 13.50495 5.932406 2.28 0.025 1.711718 25.29818
------------------------------------------------------------------------------
-------------------------End example-------------------------------------
I would like to suggest that Dev update his Stata by typing
. update all
and then rerunning his example. If there is still a problem, I would
appreciate it if Dev, could e-mail me privately with an example in which
-dfuller- fails.
--David
[email protected]
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