The help for -dfuller- explains that just one
variable should be specified. I'm no expert
but it appears that -dfuller- cannot be applied
to panel data.
As for your report that -levinlin- and -ipshin-
"didn't work", it appears that you have not yet
installed these programs, which are not part of
official Stata.
I suggest a thorough study of the Statalist
FAQ and of its recommendations. In particular,
the -ssc- command is useful for installing many
user-written commands.
Nick
[email protected]
Ping Zheng
> By following the suggestions from the people, tsset has been done
> firstly, then I've tried several ways to do unit root test but
> unsuccessful (please see below). what is the commands for
> dfuller test?
> I've also tried "levinlin", "ipshin", but didn't work either.
>
> tsset id year, yearly
> panel variable: id, 1 to 28
> time variable: year, 1984 to 2002
>
> . dfuller
> varlist required
> r(100);
>
> . dfuller lfdi lex lim
> too many variables specified
> r(103);
>
> . dfuller lfdi
> sample may not include multiple panels
> r(459);
>
> . dfuller lfdi lex
> too many variables specified
> r(103);
> . levinlin
> unrecognized command: levinlin
> r(199);
>
> . ipshin
> unrecognized command: ipshin
> r(199);
>
> . madfuller
> unrecognized command: madfuller
> r(199);
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