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From | api <alaa@api.org.kw> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: ts unit root test |
Date | Tue, 22 Feb 2011 01:19:14 -0800 (PST) |
Hello I have a panel database with panel and time variables. panels are 11 countries, and times are 29 years (for each country). I'm trying to do a unit root test from time series menu, and im getting this error: sample may not include multiple panels The command im trying is: dfuller I tried adding an if condition, to take one panel (1 country), it say not enough observations So my questions are: 1- what is the command for doing panel unit root test? 2- i searched and there is a command :xtunitroot can do the trick, but it is for version 11 mine is version 10, how to use it? 3- xtunitroot need data to be strongly balanced, mine is weakly balanced (i have missing values and i guess this what made it weakly balanced). Any suggestions appreciated. Thanks in advance -- View this message in context: http://statalist.1588530.n2.nabble.com/ts-unit-root-test-tp6051608p6051608.html Sent from the Statalist mailing list archive at Nabble.com. * * 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/