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st: -madfuller- problem

From   spyridoula dimou <>
Subject   st: -madfuller- problem
Date   Wed, 20 Oct 2010 11:13:01 +0100 (BST)

Good morning!
I am trying to check for stationarity in a panle where N=15 and T=18. Schwertz rule (1989) indicates to use 1 lag but the -madfuller- does not seem to work properly in stata9. This is my output:
. madfuller lthe,lags(1)
Number of gaps in sample:  1
sample may not contain gaps
invalid syntax
lthe is the variable i should check for stationarity. What goes wrong?
Thanks in advance! 

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