Hi!
I went help for Unit Root Test for Panel Data.
I do Unit Root Test and the result is that.
. xtunitroot ips L.FD_FI_IX
Im-Pesaran-Shin unit-root test for L.FD_FI_IX
---------------------------------------------
Ho: All panels contain unit roots Number of panels = 39
Ha: Some panels are stationary Avg. number of periods = 36.97
AR parameter: Panel-specific Asymptotics: T,N -> Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
------------------------------------------------------------------------------
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
------------------------------------------------------------------------------
t-bar -1.5916 (Not available)
t-tilde-bar -1.4894
Z-t-tilde-bar -0.2639 0.3959
------------------------------------------------------------------------------
I don't understand why I have (Not available).
Thanks.
I went help for Unit Root Test for Panel Data.
I do Unit Root Test and the result is that.
. xtunitroot ips L.FD_FI_IX
Im-Pesaran-Shin unit-root test for L.FD_FI_IX
---------------------------------------------
Ho: All panels contain unit roots Number of panels = 39
Ha: Some panels are stationary Avg. number of periods = 36.97
AR parameter: Panel-specific Asymptotics: T,N -> Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
------------------------------------------------------------------------------
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
------------------------------------------------------------------------------
t-bar -1.5916 (Not available)
t-tilde-bar -1.4894
Z-t-tilde-bar -0.2639 0.3959
------------------------------------------------------------------------------
I don't understand why I have (Not available).
Thanks.