[問題] panel data 單根檢定結果
我使用 rats 官方網站上的 pancoint.src 程式
最後得出的結果為
The result of co2
-raw panel unit root test results-
Levin-Lin rho-stat = 1.29693
Levin-Lin t-rho-stat = 1.66369
Levin-Lin ADF-stat = 1.94515
IPS ADF-stat = 2.63019
(using large sample adjustment values)
Nsecs = 4 , Tperiods = 30 , no. regressors = 0
All reported values are distributed N(0,1)
under null of unit root or no cointegration
Panel stats are weighted by long run variances
(see OBES reference for details)
********************************************
The result of gdppercaptia
-raw panel unit root test results-
Levin-Lin rho-stat = 1.44374
Levin-Lin t-rho-stat = 1.80081
Levin-Lin ADF-stat = 2.24255
IPS ADF-stat = 2.92544
(using large sample adjustment values)
Nsecs = 4 , Tperiods = 30 , no. regressors = 0
All reported values are distributed N(0,1)
under null of unit root or no cointegration
Panel stats are weighted by long run variances
(see OBES reference for details)
********************************************
我的語法：
CALENDAR(PANELOBS=30) 1975
all 4//2004:01
open data c:\co2test3.xls
data(for=xls,org=obs) / co2 gdppercaptia
source pancoint.src
@pancoint(mlag=3)
# co2
@pancoint(mlag=3)
# gdppercaptia
我的目的是要檢定 co2 與 gdppercaptia 兩個變數資料是否為 stationary
請教版友們的是
我應該如何選擇落後期數？
我要怎麼去判讀結果中的數據來得知是否有單根？
在 @pancoint 下方的變數列表只單放 co2 和 gdppercaptia 是不是可以達成我的目的？
謝謝
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 140.109.122.196
推
04/09 22:47, , 1F
04/09 22:47, 1F
→
04/09 23:24, , 2F
04/09 23:24, 2F