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From | spyridoula dimou <speniadimou@yahoo.gr> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: re: madfuller problem |
Date | Wed, 20 Oct 2010 15:00:15 +0100 (BST) |
As being new in stata, this is my output from the MADF test: Multivariate Augmented Dickey-Fuller test for lgdp with 18 observations on 10 cross-sectional units ----------------------------------------------------------- Obs Lags MADF Approx 5% CV ----------------------------------------------------------- 17 1 177.132 49.619 ----------------------------------------------------------- H0: all 10 timeseries in the panel are I(1) processes This implies, that as the MADF value exceeds the 5% CV, the Ho hypothesis is regected for the variable under consideratio. I hope this is right. Could you verify it, please? --- Στις Τετ., 20/10/10, ο/η Christopher Baum <kit.baum@bc.edu> έγραψε: > Από: Christopher Baum <kit.baum@bc.edu> > Θέμα: st: re: madfuller problem > Προς: statalist@hsphsun2.harvard.edu > Ημερομηνία: Τετάρτη, 20 Οκτώβριος 2010, 16:24 > <> > > 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? > > tsreport, panel list > > Kit > > > > Kit Baum | Boston College > Economics & DIW > Berlin | http://ideas.repec.org/e/pba1.html > > An > Introduction to Stata Programming > | http://www.stata-press.com/books/isp.html > An Introduction to Modern Econometrics > Using Stata | http://www.stata-press.com/books/imeus.html > > > * > * 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/ > * * 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/