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: repeating timeseries unitroot test for set of 189 countires within panel data structure
From
Prakash Singh <[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 22:53:55 +0530
Anees and Urbain
The code looks good to but I do not know why there is error. I tried
little here and there but still not working.
Prakash
On Tue, Jul 31, 2012 at 12:00 PM, urbain thierry YOGO <[email protected]> wrote:
> 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/
*
* 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/