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st: levin lin chu


From   "naceur khraief" <naceur_khraief@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: levin lin chu
Date   Sun, 28 Nov 2004 18:54:31 -0500

Hi Users

I have a Panel like this form

lnq = a_1 + a_2.lnQ + a_3.lnREus + a_3.lnREjp + a_4.lnREmq + a_4.lnREsk +
a_5.lnREhk  +     a_6.lnREau + u

lnq: canada exported quantity  ( dependent variable)
lnQ, lnREus, lnREjp, lnREmq, lnREsk, lnREhk, lnREau are respectively the
canada capacity constraint and the real exchange rate between canada and
USA, Japon, Mexico, South-Korea, Hong-Kong and Australia (independent
variables).
At the begining I have a Panel and I want to identify each unit's time
series, in order to achieve this goal, having the result of  tsset country
datevar to define both a panel variable and a time variable.
I tested lnq variable  Ihave this result (there is no problem):

levinlin lnq, lag(0)

Levin-Lin-Chu test for lnq        Deterministics chosen: constant
Pooled ADF test, N,T = (6,191)    Obs = 1140
Augmented by 0 lags (average)     Truncation: 18 lags
coefficient         t-value        t-star         P > t
-0.19554      -11.273      -9.85790      0.0000

But When I tested lnQ, I had this results:

levinlin lnQ, lag(0)
Levin-Lin-Chu test for lnQ        Deterministics chosen: constant
no observations
r(2000);

Thanks in advance

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