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Re: st: -madfuller- problem


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -madfuller- problem
Date   Wed, 20 Oct 2010 13:29:41 +0100 (BST)

--- On Wed, 20/10/10, spyridoula dimou wrote:
> 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

The output tells you there is a gap in your data and that that
is not allowed. A gap means that somewhere in the middle of one
of your timeseries there is an missing year/quarter/week/day/...

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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