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st: How to generate a table with the outcomes of unit-root tests from unbalanced panel?
From
Yuval Arbel <[email protected]>
To
statalist <[email protected]>
Subject
st: How to generate a table with the outcomes of unit-root tests from unbalanced panel?
Date
Thu, 17 Nov 2011 16:49:21 +0200
Dear statalist participants,
I have an unbalanced panel of apartments, which contains 9,547 apartments.
I ran the following commands:
. tsset t
time variable: t, 1 to 507798
delta: 1 unit
. dfuller reduct_per if appt==2851
Dickey-Fuller test for unit root Number of obs = 27
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -0.891 -3.736 -2.994 -2.628
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.7910
. dfuller reduct_per if appt==2862
Dickey-Fuller test for unit root Number of obs = 37
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -6.784 -3.668 -2.966 -2.616
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0000
. dfuller reduct_per if appt==2906
Dickey-Fuller test for unit root Number of obs = 94
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -1.313 -3.518 -2.895 -2.582
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.6233
. dfuller reduct_per if appt==2907
Dickey-Fuller test for unit root Number of obs = 103
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -2.647 -3.509 -2.890 -2.580
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0836
Now, I would like to produce a table where for each apartment I attach
the full output of dfuller
I wonder, how can I produce such a table in a way that it can be
exported in xls. or csv. formats:
I thank you in advance for your assistance.
--
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street, Haifa, Israel
e-mail: [email protected]
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