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Re: st: re: madfuller problem
From
spyridoula dimou <[email protected]>
To
[email protected]
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 <[email protected]> έγραψε:
> Από: Christopher Baum <[email protected]>
> Θέμα: st: re: madfuller problem
> Προς: [email protected]
> 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
>
>
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