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st: How to generate a table with the outcomes of unit-root tests from unbalanced panel?


From   Yuval Arbel <yuval.arbel@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: How to generate a table with the outcomes of unit-root tests from unbalanced panel?
Date   Thu, 17 Nov 2011 16:49:21 +0200

Dear statalist participants,

I have an unbalanced panel of apartments, which contains 9,547 apartments.

I ran the following commands:

. tsset t
        time variable:  t, 1 to 507798
                delta:  1 unit

. dfuller reduct_per if appt==2851

Dickey-Fuller test for unit root                   Number of obs   =        27

                               ---------- Interpolated Dickey-Fuller ---------
                  Test         1% Critical       5% Critical      10% Critical
               Statistic           Value             Value             Value
------------------------------------------------------------------------------
 Z(t)             -0.891            -3.736            -2.994            -2.628
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.7910

. dfuller reduct_per if appt==2862

Dickey-Fuller test for unit root                   Number of obs   =        37

                               ---------- Interpolated Dickey-Fuller ---------
                  Test         1% Critical       5% Critical      10% Critical
               Statistic           Value             Value             Value
------------------------------------------------------------------------------
 Z(t)             -6.784            -3.668            -2.966            -2.616
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0000

. dfuller reduct_per if appt==2906

Dickey-Fuller test for unit root                   Number of obs   =        94

                               ---------- Interpolated Dickey-Fuller ---------
                  Test         1% Critical       5% Critical      10% Critical
               Statistic           Value             Value             Value
------------------------------------------------------------------------------
 Z(t)             -1.313            -3.518            -2.895            -2.582
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.6233

. dfuller reduct_per if appt==2907

Dickey-Fuller test for unit root                   Number of obs   =       103

                               ---------- Interpolated Dickey-Fuller ---------
                  Test         1% Critical       5% Critical      10% Critical
               Statistic           Value             Value             Value
------------------------------------------------------------------------------
 Z(t)             -2.647            -3.509            -2.890            -2.580
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0836

Now, I would like to produce a table where for each apartment I attach
the full output of dfuller

I wonder, how can I produce such a table in a way that it can be
exported in xls. or csv. formats:

I thank you in advance for your assistance.
-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street, Haifa, Israel
e-mail: yuval.arbel@gmail.com
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