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]
Re: st: How to generate a table with the outcomes of unit-root tests from unbalanced panel?
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: How to generate a table with the outcomes of unit-root tests from unbalanced panel?
Date
Thu, 17 Nov 2011 20:05:39 +0500
-Dfuller- runs regression where the Z(t) is the coefficient of the
estimated lagged Dep.Var with D.(Dep.Var) as the dependent variable.
Using the estout option after the regress command could do what you
want.
example is give from my results
energyusekt | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
energyusekt |
L1. | .0349052 .0078295 4.46 0.000 .018976 .0508345
|
_cons | 384.8409 365.0711 1.05 0.299 -357.9018 1127.584
------------------------------------------------------------------------------
. estimates store a
. esttab
----------------------------
(1)
D.energyus~t
----------------------------
L.energyus~t 0.0349***
(4.46)
_cons 384.8
(1.05)
----------------------------
N 35
----------------------------
t statistics in parentheses
Now using other Stata tools, it can easily be exported.
regress d.energyusekt l.energyusekt
On Thu, Nov 17, 2011 at 7:49 PM, Yuval Arbel <[email protected]> wrote:
> 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]
> *
> * 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/
>
--
Regards
---------------------------
Muhammad Anees
Assistant Professor
COMSATS Institute of Information Technology
Attock 43600, Pakistan
www.aneconomist.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/