Exporting dfuller and xtbreak results

[Thiago Claus]

Dear all,

I am a relatively inexperienced user of Stata 17.0 and I require some assistance exporting my results from my Augmented Dickey-Fuller Unit Root Test and Mulitple Structural Breaks Test.

The commands I use for these tests are dfuller and xtbreak respectively.
I am interested in exporting all information calculated when I run these commands for my given variables.

I was wondering if any more experienced users could recommend any commands or general direction/methods to accomplish this.

Thank you.

[JanDitzen]

Both commands store results in either r() or e(), that is dedicated environments to store results. The helpfile for both commands will explain which statistic and information is saved under which name.

Depending whether you use xtbreak estimate or xtbreak test elements saved in e() will differ. For example, xtbreak estimate saves in e(breaks) the location of the breaks and the time period. xtbreak test saves test results in r(), depending on which test you choose, please see the helpfiles for more detailed information, respectively our GitHub pages xtbreak, xtbreak test and xtbreak estimate. The latter two have detailed information about stored values.

You can save and access regression results using the build in estimates store commands.