同问同求~
我看有资料说如果不是一阶单整的话需要做差分处理,看这个例子
http://www.docin.com/p-238806630.html
但是我装不了这个levinlin,这儿执行不了上面说的命令,想问下就用xtunitroot llc 这个命令怎么差分后再做单位根检验呢?
这是我输的命令和结果,怎么会这样呢?
. xtunitroot llc fer
Levin-Lin-Chu unit-root test for fer
------------------------------------
Ho: Panels contain unit roots Number of panels = 214
Ha: Panels are stationary Number of periods = 6
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 5.00 lags average (chosen by LLC)
------------------------------------------------------------------------------
Statistic p-value
------------------------------------------------------------------------------
Unadjusted t -1.2e+04
Adjusted t* 1.5e+04 1.0000
------------------------------------------------------------------------------
. xtunitroot llc D.fer
factor variables and time-series operators not allowed
r(101);
求高手指点~