Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: -madfuller- problem
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: -madfuller- problem
Date
Wed, 20 Oct 2010 13:29:41 +0100 (BST)
--- On Wed, 20/10/10, spyridoula dimou wrote:
> 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
The output tells you there is a gap in your data and that that
is not allowed. A gap means that somewhere in the middle of one
of your timeseries there is an missing year/quarter/week/day/...
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/