st: levin-Lin-Chu

["naceur khraief" <naceur_khraief@hotmail.com>]

Hi Users

I have to inform you that I changed my mail, because there is a HTML problem 
with my MS Outlook email.

My Qusetion: (Hoping someone can help with the following problem)

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, I used - tsset country datevar- to 
define both a panel variable and a time variable.
I tested lnq variable  I have 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);

Thanks for all

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