Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

Re: st: re: madfuller problem


From   spyridoula dimou <[email protected]>
To   [email protected]
Subject   Re: st: re: madfuller problem
Date   Wed, 20 Oct 2010 15:00:15 +0100 (BST)

As being new in stata, this is my output from the MADF test:


Multivariate Augmented Dickey-Fuller test for lgdp
with 18 observations on 10 cross-sectional units
-----------------------------------------------------------
       Obs    Lags        MADF      Approx 5% CV
-----------------------------------------------------------
        17       1     177.132         49.619
-----------------------------------------------------------
H0: all 10 timeseries in the panel are I(1) processes

This implies, that as the MADF value exceeds the 5% CV, the Ho hypothesis is regected for the variable under consideratio. I hope this is right. Could you verify it, please?



--- Στις Τετ., 20/10/10, ο/η Christopher Baum <[email protected]> έγραψε:

> Από: Christopher Baum <[email protected]>
> Θέμα: st: re: madfuller problem
> Προς: [email protected]
> Ημερομηνία: Τετάρτη, 20 Οκτώβριος 2010, 16:24
> <>
> > This is my output:
> > . madfuller lthe,lags(1)
> > Number of gaps in sample:  1
> > sample may not contain gaps
> > invalid syntax
> > lthe is the variable i should check for stationarity.
> What
> > goes wrong?
> 
> tsreport, panel list
> 
> Kit
> 
> 
> 
> Kit Baum   |   Boston College
> Economics & DIW
> Berlin   |   http://ideas.repec.org/e/pba1.html
>                
>               An
> Introduction to Stata Programming 
> |   http://www.stata-press.com/books/isp.html
>    An Introduction to Modern Econometrics
> Using Stata  |   http://www.stata-press.com/books/imeus.html
> 
> 
> *
> *   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/
> 



*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index