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Re: st: repeating timeseries unitroot test for set of 189 countires within panel data structure
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: repeating timeseries unitroot test for set of 189 countires within panel data structure
Date
Tue, 31 Jul 2012 08:24:12 +0500
try this, as I suspect the local definition from Urbain was not
complete a run of -dfuller- for all the countries one by one.
tab nation, gen(country)
foreach var of varlist country* {
dfuller linfmort if id==`var' ,lags(1) trend
dfuller infmort if id==`var' ,lags(1) trend
}
On Mon, Jul 30, 2012 at 9:14 PM, Prakash Singh <[email protected]> wrote:
> Dear Urbain
> Thanks a lot
>
> I tried the second lot of command using dfuller but there is not result for it.
>
> Prakash
>
> On Mon, Jul 30, 2012 at 8:51 PM, urbain thierry YOGO <[email protected]> wrote:
>> Why don't you make use of xtuniroot.
>> foreach x of varlist gdp gdppc credit_gdp {
>> xtunitroot fisher `x' , dfuller lags(2) trend
>> }
>>
>> Then you can run a panel unit root test for each variable. However just try this
>> foreach x of local country {
>> dfuller linfmort if id==`x' ,lags(1) trend
>> dfuller infmort if id==`x' ,lags(1) trend
>> }
>> best
>>
>> 2012/7/30, Prakash Singh <[email protected]>:
>>> Dear all
>>> My dataset actually follows panel data format but for some reason I
>>> need to do time series unit root test also, now as the data set
>>> contains 189 countries it would be a difficult proposition for me to
>>> create 189 data file and go for unitroot test in each of the file. Is
>>> there any way that I can handle the situation without creating 189
>>> files. I am working with stata 10 data structure is
>>> country year gdp gdppc credit_gdp and so on; where country ranges from
>>> 1-189 and year 1950-2009.
>>>
>>> Looking forward for help
>>>
>>>
>>> Thanks
>>> Prakash
>>> *
>>> * 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/
>>>
>>
>>
>> --
>> *Urbain Thierry YOGO
>> Ph.D candidate in Economics*
>> *
>> * 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/
> *
> * 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/
--
Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://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/