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Re: st: -madfuller- problem


From   spyridoula dimou <[email protected]>
To   [email protected]
Subject   Re: st: -madfuller- problem
Date   Wed, 20 Oct 2010 13:05:36 +0100 (BST)

unfortunately -findit- command does not help! Can anybody explain what can be the problem in my sample?

--- Στις Τετ., 20/10/10, ο/η spyridoula dimou <[email protected]> έγραψε:

> Από: spyridoula dimou <[email protected]>
> Θέμα: st: -madfuller- problem
> Προς: [email protected]
> Ημερομηνία: Τετάρτη, 20 Οκτώβριος 2010, 13:13
> Good morning!
> I am trying to check for stationarity in a panle where N=15
> and T=18. Schwertz rule (1989) indicates to use 1 lag but
> the -madfuller- does not seem to work properly in stata9.
> This is my output:
> . madfuller lthe,lags(1)
> Number of gaps in sample:  1
> sample may not contain gaps
> invalid syntax
> lthe is the variable i should check for stationarity. What
> goes wrong?
> Thanks in advance! 
> 
> 
> 
> 
> 
> 
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