Ok sorry Nick.
-------- Message d'origine--------
De: Nick Cox [mailto:[email protected]]
Date: dim. 2004-11-28 12:24
À: [email protected]
Cc:
Objet: st: RE: Re: Levin-Lin-Chu
First, please do not send HTML to the list.
Second,
. tsset lnQ
is quite wrong, as -lnQ- is not a time variable.
Nick
[email protected]
Naceur Khraief
I have a Panel like this form
lnq = a_1 + a_2.lnQ + a_3.lnREus + a_3.lnREjp + a_4.lnREmq + a_4.lnREsk + a_5.lnREhk + a_6.lnREau + u
lnq: canada exported quantity ( dependent variable)
lnQ, lnREus, lnREjp, lnREmq, lnREsk, lnREhk, lnREau are respectively the canada capacity constraint and the real exchange rate between canada and USA, Japon, Mexico, South-Korea, Hong-Kong and Australia (independent variables).
At the begining I have a Panel and I want to identify each unit's time series, in order to achieve this goal, having the result of tsset country datevar to define both a panel variable and a time variable.
I tested lnq variable Ihave this result (there is no problem):
levinlin lnq, lag(0)
Levin-Lin-Chu test for lnq Deterministics chosen: constant
Pooled ADF test, N,T = (6,191) Obs = 1140
Augmented by 0 lags (average) Truncation: 18 lags
coefficient t-value t-star P > t
-0.19554 -11.273 -9.85790 0.0000
But When I tested lnQ, I had this results:
levinlin lnQ, lag(0)
Levin-Lin-Chu test for lnQ Deterministics chosen: constant
no observations
r(2000);
In the end the tsset of this variable give this resuts:
tsset lnQ
time variable must contain only integer values
r(451);
Kit Baum
What does the tsset command say about this variable?
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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