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]
st: ts unit root test
From
api <[email protected]>
To
[email protected]
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/