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Re: st: repeating timeseries unitroot test for set of 189 countires within panel data structure
From
urbain thierry YOGO <[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 07:30:06 +0100
Thank you Muhammad to have corrected the syntax. But i think the first
line of the command is
tab country, gen(nation)
because the variable to be generated is nation. Am right?
thank you once more
2012/7/31, Muhammad Anees <[email protected]>:
> 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/
>
--
*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/