命令: madfuller share,lags(2(2)8)
结果如下:
Multivariate Augmented Dickey-Fuller test for share
with 22 observations on 18 cross-sectional units
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Obs Lags MADF Approx 5% CV
-----------------------------------------------------------
20 2 6391.644 38.897
Covariance matrix of errors is singular
r(506);
出现了Covariance matrix of errors is singular 错误,为什么不能检验出4阶 8阶的呢??
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