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


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to generate a table with the outcomes of unit-root tests from unbalanced panel?
Date   Thu, 17 Nov 2011 20:05:39 +0500

-Dfuller- runs regression where the Z(t) is the coefficient of the
estimated lagged Dep.Var with D.(Dep.Var) as the dependent variable.
Using the estout option after the regress command could do what you
want.

example is give from my results
 energyusekt |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
 energyusekt |
         L1. |   .0349052   .0078295     4.46   0.000      .018976    .0508345
             |
       _cons |   384.8409   365.0711     1.05   0.299    -357.9018    1127.584
------------------------------------------------------------------------------

. estimates store a

. esttab

----------------------------
                      (1)
             D.energyus~t
----------------------------
L.energyus~t       0.0349***
                   (4.46)

_cons               384.8
                   (1.05)
----------------------------
N                      35
----------------------------
t statistics in parentheses

Now using other Stata tools, it can easily be exported.
regress d.energyusekt l.energyusekt
On Thu, Nov 17, 2011 at 7:49 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 

Regards
---------------------------
Muhammad Anees
Assistant Professor
COMSATS Institute of Information Technology
Attock 43600, Pakistan
www.aneconomist.com

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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