Hi Stata users,
I have a panel data set and I am testing the stationarity using xtunitroot ips. I wonder if there is anyway I can apply diagnostic tests after I conduct the xtunitroot? that is, to determine if I need to use ADF lag 1 or ADF lag 2 I need to be able to test whether the errors are correlated. How would I know if trend is suitable? I need to test if the coefficient on t is equal to zero. Is there anyway I can get the coefficients and the error term out of xtunitroot?
I have a panel data set and I am testing the stationarity using xtunitroot ips. I wonder if there is anyway I can apply diagnostic tests after I conduct the xtunitroot? that is, to determine if I need to use ADF lag 1 or ADF lag 2 I need to be able to test whether the errors are correlated. How would I know if trend is suitable? I need to test if the coefficient on t is equal to zero. Is there anyway I can get the coefficients and the error term out of xtunitroot?
