Dear stata users,
I have panel data for 32 countries from 1990-2012 and I want to perform several unitroot tests.
When I use this command to check whether the data is strongly balanced it says that it is strongly balanced (see screenshots), but when I perform a Levin-Lin-Chiu test it says that it requires strongly balanced data (eventhough I checked and I have strongly balanced data).
Thank you in advance!
I have panel data for 32 countries from 1990-2012 and I want to perform several unitroot tests.
When I use this command to check whether the data is strongly balanced it says that it is strongly balanced (see screenshots), but when I perform a Levin-Lin-Chiu test it says that it requires strongly balanced data (eventhough I checked and I have strongly balanced data).
Code:
xtdescribe xtunitroot llc ESPI
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str15 Country int Year double ESPI long GHG double(EI UPmillion IP GDP EC POPmillion) long ncountry float(countryid _ID) "Australia " 1990 .5 263600 44.9167 14.57 28.78445951123294 3.5735068997854 8527.22808539065 17.06 1 1 1 "Australia " 1991 .5 264710 68.4 14.76 27.65531641271286 -.3950871768444557 8522.159222402222 17.28 1 1 1 "Australia " 1992 .5 268360 76.5 14.92 26.86911360940594 .4137803838157481 8550.328665332952 17.47 1 1 1 "Australia " 1993 .75 272360 86.0143 15.04 26.82286625035455 4.033567140841484 8701.76034414445 17.63 1 1 1 "Australia " 1994 .5 278670 76.625 15.18 26.77993562185771 3.980473667194801 8812.48949873985 17.8 1 1 1 "Australia " 1995 .5 289010 85.8 15.34 26.42979239529454 3.833830589055083 8994.355909694556 18 1 1 1 "Australia " 1996 .45833331346512 299590 70.05 15.52 25.97628614017963 3.854419962835152 9108.295560045874 18.22 1 1 1 "Australia " 1997 .45833331346512 306770 89.7727 15.67 25.21532313301226 3.908290893401059 9291.083868877247 18.42 1 1 1 "Australia " 1998 .77083337306976 327660 110.0167 15.81 25.37913396123239 4.614011575618377 9783.442894554006 18.6 1 1 1 "Australia " 1999 1.0208333730698 333040 128.0667 15.96 24.63264425275879 4.936674928162603 10036.457782944099 18.81 1 1 1 "Australia " 2000 .97916662693024 338810 136.8583 16.13 24.59038689963459 3.912427732711876 10193.912180859395 19.02 1 1 1 "Australia " 2001 1.0874999761581 344960 148.9286 16.32 23.67051961748905 2.038300731735305 10636.377685056406 19.27 1 1 1 "Australia " 2002 1.2124999761581 352890 164.0302 16.55 23.63710478983667 4.014526653755212 10813.122729169423 19.49 1 1 1 "Australia " 2003 1.2124999761581 351990 165.6262 16.78 24.05864101381914 3.110325109027983 10434.874393075786 19.72 1 1 1 "Australia " 2004 1.1708333492279 365270 205.7655 17 23.95299949617499 4.205446886862646 10554.815823206176 19.93 1 1 1 "Australia " 2005 1.5458333492279 369510 193.3786 17.25 24.64046187008498 3.160338325106153 10458.450193186498 20.17 1 1 1 "Australia " 2006 2.0083332061768 375060 193.7667 17.53 25.6440072273035 2.726893445850379 10490.48454191005 20.45 1 1 1 "Australia " 2007 2.0083332061768 385370 211.8373 17.66 25.69783659393408 3.768487515818904 10972.891739806795 20.82 1 1 1 "Australia " 2008 2.2583332061768 388500 210.3056 18.04 25.62734551921512 3.577014878147764 10749.110554750296 21.24 1 1 1 "Australia " 2009 2.6875 394950 224.875 18.45 27.06526464773401 1.866832070117596 10791.593097820825 21.69 1 1 1 "Australia " 2010 2.5041666030884 387350 240.3083 18.76 25.20059745574729 2.172337091016246 10726.928183190168 22.03 1 1 1 "Australia " 2011 3.3375000953674 385770 222.2082 19.05 26.53195081733665 2.469746293817309 10627.293865037926 22.34 1 1 1 "Australia " 2012 3.7208333015442 385770 194.6298 19.41 26.39118178108606 3.917362463285045 10407.740307075934 22.73 1 1 1 "Austria" 1990 1.1666666269302 58270 20.25 4.83 29.56086330327697 4.345641399478211 6111.476520119565 7.67 2 2 2 "Austria" 1991 1.4166666269302 62420 32.0833 4.86 29.50525740592507 3.441627776694588 6347.2200963237265 7.75 2 2 2 "Austria" 1992 1.4166666269302 57670 38.05 4.89 29.01589795022758 2.09352461709183 6227.498048964705 7.84 2 2 2 "Austria" 1993 1.4791666269302 57800 32.4 4.91 28.303768907107 .5268092037064918 6137.2694634319605 7.9 2 2 2 "Austria" 1994 1.4791666269302 58290 38.1286 4.91 28.41340015562168 2.402119073798858 6205.804903606524 7.93 2 2 2 "Austria" 1995 1.9375 61180 46.6214 4.89 28.851531988081 2.667983530895484 6344.393087408367 7.94 2 2 2 "Austria" 1996 1.9375 64900 56.6571 4.88 28.75200886508271 2.349533851697274 6607.222977410402 7.95 2 2 2 "Austria" 1997 1.8541667461395 64220 51.4738 4.86 28.67638393809025 2.093599389523916 6620.447861651314 7.96 2 2 2 "Austria" 1998 1.9375 64670 48.225 4.84 28.51066285279893 3.581425814604472 6706.708676887404 7.97 2 2 2 "Austria" 1999 1.8541667461395 63050 62.0694 4.83 28.42859215804046 3.55633124664169 6972.189816128575 7.99 2 2 2 "Austria" 2000 2.0208332538605 63530 91.2246 4.82 28.28480203409559 3.375722147084787 7076.269483394382 8.01 2 2 2 "Austria" 2001 2.2041666507721 67910 63.375 4.82 28.20874614352254 1.26716818922992 7333.2319526284355 8.04 2 2 2 "Austria" 2002 2.2041666507721 69370 66.1345 4.82 27.38807848202851 1.651553921866693 7427.656445091207 8.08 2 2 2 "Austria" 2003 2.4791665077209 74460 68.3706 4.82 27.49837985847299 .9414709207253367 7695.080037082172 8.11 2 2 2 "Austria" 2004 2.3958332538605 75800 83.7024 4.82 27.37376781661234 2.735120222410231 7808.157792139615 8.16 2 2 2 "Austria" 2005 2.8583333492279 76240 101.1528 4.83 27.07424259676364 2.244065324638782 7977.681597417739 8.22 2 2 2 "Austria" 2006 2.8166666030884 74100 125.9 4.83 27.25937083040775 3.454041836141215 8244.401951904792 8.26 2 2 2 "Austria" 2007 2.4416666030884 71240 144.1036 4.83 27.57263882124377 3.727415300935192 8207.474738975541 8.29 2 2 2 "Austria" 2008 2.9083333015442 70730 164.5017 4.82 26.96021414076454 1.460423675738596 8233.014832909852 8.32 2 2 2 "Austria" 2009 3.3291666507721 64420 179.2839 4.81 25.79284582960618 -3.764578177916775 7944.796096231681 8.34 2 2 2 "Austria" 2010 3.3291666507721 69960 231.4095 4.8 25.53499424663964 1.837093676800535 8382.711154453378 8.36 2 2 2 "Austria" 2011 3.0791666507721 68270 235.4703 4.79 25.44743204320426 2.92279728368581 8425.16775320399 8.38 2 2 2 "Austria" 2012 2.9458332061768 65110 217.1607 4.81 25.6339685320435 .680445576816723 8548.882199281114 8.42 2 2 2 "Belgium" 1990 .66666668653488 109310 9.5 9.6 . 3.137402315574448 6380.31321975416 9.96 3 3 3 "Belgium" 1991 .66666668653488 113960 7.3333 9.65 . 1.833074277287011 6655.414381108635 10 3 3 3 "Belgium" 1992 .70833331346512 112330 10.1024 9.69 . 1.53065494385902 6850.663772535982 10.04 3 3 3 "Belgium" 1993 .77083331346512 110110 20.4333 9.74 . -.9618733097765926 6881.072143071405 10.08 3 3 3 "Belgium" 1994 .77083331346512 114900 20.2524 9.78 . 3.22697152488935 7176.240506868448 10.11 3 3 3 "Belgium" 1995 .77083331346512 114570 20.1714 9.81 26.04581424881384 2.384757279612487 7379.737079047839 10.13 3 3 3 "Belgium" 1996 .77083331346512 119450 25.2833 9.83 25.81088642293447 1.321450930413249 7527.688544938645 10.15 3 3 3 "Belgium" 1997 .77083331346512 116640 26.2667 9.86 26.10986539581395 3.79365762950188 7701.612130932906 10.18 3 3 3 "Belgium" 1998 .77083331346512 119410 41.7214 9.89 25.57068537269188 1.961808271984268 7913.058580371592 10.2 3 3 3 "Belgium" 1999 .77083331346512 115510 39.9091 9.92 24.72584434000419 3.542743463630657 7944.129807315738 10.22 3 3 3 "Belgium" 2000 .85416668653488 117280 46.0561 9.95 24.94383258365434 3.716679384208746 8247.67711254725 10.25 3 3 3 "Belgium" 2001 1.1041666269302 118340 61.2865 9.99 24.3121509872514 1.09961888777849 8267.18721595245 10.28 3 3 3 "Belgium" 2002 1.2124999761581 110850 57.525 10.04 23.78733633930685 1.70688458453354 8311.892679466378 10.33 3 3 3 "Belgium" 2003 1.1708333492279 115500 44.4135 10.09 23.22665488858116 1.037982549029053 8411.900657017408 10.37 3 3 3 "Belgium" 2004 1.9833333492279 114020 66.9492 10.14 22.95999894885683 3.571204343358204 8576.223496534016 10.42 3 3 3 "Belgium" 2005 2.4458332061768 110610 42.8 10.2 22.5737781481988 2.321737053819263 8509.99707308703 10.47 3 3 3 "Belgium" 2006 2.4041666984558 108650 68.6702 10.27 22.139925542401 2.552349943663515 8683.671285001325 10.54 3 3 3 "Belgium" 2007 2.2041666507721 104590 92.8651 10.36 22.28195247700286 3.676881135949728 8614.679503468007 10.62 3 3 3 "Belgium" 2008 2.3375000953674 106930 110.0679 10.44 21.59544849635999 .4469287352759039 8521.496739534265 10.7 3 3 3 "Belgium" 2009 2.5750000476837 99670 124.729 10.53 20.60002978588795 -2.020743061694077 7903.955478876335 10.79 3 3 3 "Belgium" 2010 2.5999999046326 106470 138.9119 10.63 20.89458035617658 2.864292707641553 8393.94962326946 10.89 3 3 3 "Belgium" 2011 2.5333333015442 95570 110.8376 10.78 20.77789640495808 1.694513898613323 8028.79873139472 10.99 3 3 3 "Belgium" 2012 2.4666666984558 94960 126.6294 10.85 20.07524055822403 .7392172830586787 7988.52464388906 11.06 3 3 3 "Brazil" 1990 . 198260 3.5 110.14 33.27188339373328 -4.350000000000222 1460.7603291807945 148.93 4 4 4 "Brazil" 1991 . 205180 4.0595 113.26 31.76724560524832 1.032189585469595 1486.2246095987268 151.46 4 4 4 "Brazil" 1992 . 208660 6.1667 116.37 34.13226664222514 -.5440720510302981 1494.0614762737737 153.97 4 4 4 "Brazil" 1993 . 215180 . 119.48 37.29912071752452 4.924690004637739 1537.5926385697906 156.45 4 4 4 "Brazil" 1994 . 222720 5 122.6 35.42091971797434 5.852870364389304 1566.7612313224267 158.91 4 4 4 "Brazil" 1995 .41666665673256 241500 1.75 125.74 23.38146038673418 4.223793633647205 1634.398107753302 161.34 4 4 4 "Brazil" 1996 .41666665673256 262900 2 128.89 22.3401145607793 2.208864050514819 1687.085238241386 163.76 4 4 4 "Brazil" 1997 .41666665673256 281510 5 132.17 22.59414761182627 3.394845985315968 1762.410629386642 166.18 4 4 4 "Brazil" 1998 .41666665673256 290760 6.8333 135.45 22.11879037946663 .338097901952338 1808.343154514132 168.6 4 4 4 "Brazil" 1999 .41666665673256 300620 11.75 138.7 21.7467112496793 .467937566679467 1832.3783062536797 171.02 4 4 4 "Brazil" 2000 .41666665673256 312670 11.3333 141.91 23.00661862936784 4.387949443648694 1897.3531483339018 173.76 4 4 4 "Brazil" 2001 .54166668653488 319560 11.5833 144.5 22.63952791285491 1.389896404458099 1747.9396310022732 176.2 4 4 4 "Brazil" 2002 .625 317280 9.8333 147 22.49532782107798 3.053461856836194 1806.669684308834 178.49 4 4 4 "Brazil" 2003 .58333331346512 309350 24.5571 149.45 23.08381781832358 1.140828998771013 1882.264028335105 180.7 4 4 4 "Brazil" 2004 .41666665673256 326760 25.5 151.84 24.30662329057763 5.759964636859976 1956.1593806705034 182.86 4 4 4 "Brazil" 2005 .41666665673256 330510 28.4405 154.17 24.17257827800989 3.202132062162548 2015.7998694096725 184.99 4 4 4 "Brazil" 2006 .41666665673256 333980 62.9881 156.44 23.54402166930009 3.961988708994852 2072.362680257292 187.06 4 4 4 "Brazil" 2007 .41666665673256 351520 69.0833 158.66 23.12538040880208 6.069870607331282 2167.6065608535237 189.03 4 4 4 "Brazil" 2008 .41666665673256 372160 65.2107 160.82 23.08529375354842 5.094195448119976 2229.845299151183 191.01 4 4 4 "Brazil" 2009 .41666665673256 350830 52.875 162.94 21.87859262907793 -.1258120029914096 2197.1255812775626 192.98 4 4 4 "Brazil" 2010 .41666665673256 397730 76.4667 165.05 23.26797735474402 7.528225818121513 2374.116628367598 194.89 4 4 4 "Brazil" 2011 .375 417120 72.9333 167.15 23.10205096355848 3.974423079447021 2430.803309818086 196.6 4 4 4 "Brazil" 2012 .375 451760 67.7495 169.24 22.13364736767772 1.921175985094621 2501.474103025094 198.31 4 4 4 "Canada " 1990 .375 419120 53.6667 21.2 . . 16167.374558604273 27.69 5 5 5 "Canada " 1991 .375 412930 72.0333 21.48 . . 16181.588748180111 28.03 5 5 5 "Canada " 1992 .70833331346512 426000 62.9 21.81 . . 16164.419040336024 28.37 5 5 5 "Canada " 1993 .5 422680 78.3167 22.13 . . 16320.127298240976 28.68 5 5 5 "Canada " 1994 .5 438820 81.4333 22.45 . . 16388.28050241472 29 5 5 5 "Canada " 1995 .5 449500 101.3667 22.76 . . 16532.382036352014 29.3 5 5 5 "Canada " 1996 .45833331346512 463160 100.8833 23.08 . . 16607.206336677427 29.61 5 5 5 "Canada " 1997 .64583331346512 478530 123.6381 23.42 27.71643905854592 . 16653.67705447759 29.9 5 5 5 end label values ncountry ncountry label def ncountry 1 "Australia", modify label def ncountry 2 "Austria", modify label def ncountry 3 "Belgium", modify label def ncountry 4 "Brazil", modify label def ncountry 5 "Canada", modify
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