Hi Users
I have a Panel like this form
lnq = a_1 + a_2.lnQ + a_3.lnREus + a_3.lnREjp + a_4.lnREmq + a_4.lnREsk +
a_5.lnREhk + a_6.lnREau + u
lnq: canada exported quantity ( dependent variable)
lnQ, lnREus, lnREjp, lnREmq, lnREsk, lnREhk, lnREau are respectively the
canada capacity constraint and the real exchange rate between canada and
USA, Japon, Mexico, South-Korea, Hong-Kong and Australia (independent
variables).
At the begining I have a Panel and I want to identify each unit's time
series, in order to achieve this goal, having the result of tsset country
datevar to define both a panel variable and a time variable.
I tested lnq variable Ihave this result (there is no problem):
levinlin lnq, lag(0)
Levin-Lin-Chu test for lnq Deterministics chosen: constant
Pooled ADF test, N,T = (6,191) Obs = 1140
Augmented by 0 lags (average) Truncation: 18 lags
coefficient t-value t-star P > t
-0.19554 -11.273 -9.85790 0.0000
But When I tested lnQ, I had this results:
levinlin lnQ, lag(0)
Levin-Lin-Chu test for lnQ Deterministics chosen: constant
no observations
r(2000);
Thanks in advance
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