Performing the SADF and GSADF test in STATA. Conformability Error. What does it mean and how should I fix it?

[Kostas Simoglou]

Hello! I am trying to perform the GSADF test on my dataset using the "radf" command. I managed to install it successfully. However, when I run it, everything seems normal: I can see the output shown t-statistics and critical values, but below that it gives "Conformability error". What is the issue here? I attached in this post screenshots of the stata output and my dataset (which is weekly). Thank you for the consideration!