Fisher-type unit-root test for D.lnfdi
Based on augmented Dickey-Fuller tests
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Ho: All panels contain unit roots Number of panels = 5
Ha: At least one panel is stationary Number of periods = 9
AR parameter: Panel-specific Asymptotics: T -> Infinity
Panel means: Included
Time trend: Not included Cross-sectional means removed
Drift term: Included ADF regressions: 1 lag
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Statistic p-value
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Inverse chi-squared(10) P 32.0481 0.0004
Inverse normal Z -3.7439 0.0001
Inverse logit t(29) L* -3.9216 0.0002
Modified inv. chi-squared Pm 4.9301 0.0000
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P statistic requires number of panels to be finite.
Other statistics are suitable for finite or infinite number of panels.
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请问检验结果该如何看呀？P，Z ，L* ，Pm应该看哪个？并且，这个Fisher检验的时候，输入 xtunitroot fisher D.lnfdi,dfuller drift lags(1) demean中的drift和trend怎么理解？因为如果输入的是trend，，这个值都比较大，求助！万分感谢
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