我完全不知道怎么做单位根检验~
看了论坛里的一些帖子~
就用stata自己胡乱搞了一下~
xtfisher lnim, trend lag(1)
Fisher Test for panel unit root using an augmented Dickey-Fuller test (1 lags)
Ho: unit root
chi2(28) = 97.1744
Prob > chi2 = 0.0000
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xtfisher lntim, trend lag(1)
Fisher Test for panel unit root using an augmented Dickey-Fuller test (1 lags)
Ho: unit root
chi2(28) = 25.9208
Prob > chi2 = 0.5774
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. xtfisher lntim, lag(2) pp
Fisher Test for panel unit root using Phillips-Perron test (2 lags)
Ho: unit root
chi2(28) = 98.4493
Prob > chi2 = 0.0000
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. xtfisher lngdp, trend lag(1)
Fisher Test for panel unit root using an augmented Dickey-Fuller test (1 lags)
Ho: unit root
chi2(28) = 1035.9877
Prob > chi2 = 0.0000
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. xtfisher lnexc, trend lag(1)
Fisher Test for panel unit root using an augmented Dickey-Fuller test (1 lags)
Ho: unit root
chi2(28) = 0.0000
Prob > chi2 = 1.0000
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xtfisher lnexc, lag(2) pp
Fisher Test for panel unit root using Phillips-Perron test (2 lags)
Ho: unit root
chi2(28) = 0.2992
Prob > chi2 = 1.0000
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我是分别向做lntim和lnim与lnexc的关系~这种情况。。。我看不懂结果啊!
只知道关于exc的很烂~~然后求指导!