Claude,
try use madfuller instead panelunit
Best,
Joao Ricardo Lima
2008/4/30 Claude Francoeur <[email protected]>:
> Hello,
>
> I am trying to do an Augmented Dickey-Fuller test for covariance
> stationarity on a panel. I understand that panelunit can do this. Could
> anybody tell me what the syntax should be? As you can see below, panelunit
> should be installed on my computer but STATA does not seem to recognize the
> command. Also, I am not able to find panelunit.ado on my computer. I used
> "ssc install panelunit" and the installation seemed to have gone through
> correctly.
>
>
> . sort id year
>
> . tsset id year
> panel variable: id (strongly balanced)
> time variable: year, 2004 to 2005
>
> . dfuller csp
> sample may not include multiple panels
> r(459);
>
> . panelunit csp
> unrecognized command: panelunit
> r(199);
>
> *To check if panelunit is installed :
>
> . ssc install panelunit
> checking panelunit consistency and verifying not already installed...
> all files already exist and are up to date.
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
