Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: 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@hsphsun2.harvard.edu
Subject   Re: st: How to generate a table with the outcomes of unit-root tests from unbalanced panel?
Date   Fri, 18 Nov 2011 10:19:55 +0200

I might also be able to use -statsby-

Anyway, i would like thank you for your efforts to answer the question

On Fri, Nov 18, 2011 at 9:44 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> On the use of the word "macro", see
>
> http://www.stata.com/statalist/archive/2008-08/msg01258.html
>
> On guidance on looping, see
>
> FAQ     . . . . . . . . . . Making foreach go through all values of a variable
>        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
>        8/05    Is there a way to tell Stata to try all values of a
>                particular variable in a foreach statement without
>                specifying them?
>                http://www.stata.com/support/faqs/data/foreach.html
>
> SJ-2-2  pr0005  . . . . . .  Speaking Stata:  How to face lists with fortitude
>        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
>        Q2/02   SJ 2(2):202--222                                 (no commands)
>        demonstrates the usefulness of for, foreach, forvalues, and
>        local macros for interactive (non programming) tasks
>
>
> On Fri, Nov 18, 2011 at 5:52 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
>> I believe what I need is to construct a macro with -foreach- command
>> and for each appt number to carry out the -dfuller- command.
>> However, I don't know how exactly to construct such a macro. Can you assist me?
>>
>> On Thu, Nov 17, 2011 at 5:58 PM, Austin Nichols <austinnichols@gmail.com> wrote:
>>> Yuval Arbel <yuval.arbel@gmail.com>:
>>> I doubt you really want -dfuller- output.  You should read at minimum:
>>> http://www.econ.cam.ac.uk/faculty/pesaran/lm.pdf
>>> http://www.econ.cam.ac.uk/faculty/pesaran/wp11/Interpretation-Panel-Unit-September-2011.pdf
>>> and see especially the lit review in the second for recent work.
>>>
>>> On Thu, Nov 17, 2011 at 10:05 AM, Muhammad Anees <anees@aneconomist.com> wrote:
>>>> -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:
>>>>>
>
> *
> *   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/
>



-- 
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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index