# Re: st: RE:outreg with dickey fuller

 From "David M. Drukker" <[email protected]> To [email protected] Subject Re: st: RE:outreg with dickey fuller Date Fri, 10 Oct 2003 08:07:38 -0500 (CDT)

```Dev Vencappa <[email protected]> wrote that -dfuller- was producing
an error message when both the lags() and the -trend- options were
specified. Specifically, he wrote that

> dfuller netpremmean, lags(1) trend reg

produced the  message:

I am unable to reproduce this problem.  The output below contains an example
in which -dfuller- works fine.

-------------------------Begin example-------------------------------------
. use http://www.stata-press.com/data/r8/lutkepohl
(Quarterly SA West German macro data, Bil DM, from Lutkepohl 1993 Table E.1)

. dfuller investment , lags(1) trend reg

Augmented Dickey-Fuller test for unit root         Number of obs   =        90

---------- Interpolated Dickey-Fuller ---------
Test         1% Critical       5% Critical      10% Critical
Statistic           Value             Value             Value
------------------------------------------------------------------------------
Z(t)             -1.855            -4.062            -3.460            -3.156
------------------------------------------------------------------------------
* MacKinnon approximate p-value for Z(t) = 0.6773

------------------------------------------------------------------------------
D.investment |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
investment   |
L1 |  -.0732631   .0394862    -1.86   0.067     -.151759    .0052327
LD |  -.0095236   .1072537    -0.09   0.929     -.222737    .2036898
_trend       |   .6089729   .3123059     1.95   0.054    -.0118707    1.229816
_cons        |   13.50495   5.932406     2.28   0.025     1.711718    25.29818
------------------------------------------------------------------------------
-------------------------End example-------------------------------------

I would like to suggest that Dev update his Stata by typing

. update all

and then rerunning his example.  If there is still a problem, I would
appreciate it if Dev, could e-mail me privately with an example in which
-dfuller- fails.

--David
[email protected]

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```