Pedroni's cointegration tests:
No. of Panel units: 18 Regressors: 5
No. of obs.: 396 Avg obs. per unit: 22
Data has been time-demeaned.
--------------------------------------
Test Stats. | Panel Group
---------------+----------------------
v | .4158 .
rho | 2.3 3.897
t | -1.689 -2.23
adf | .6856 1.087
--------------------------------------
All test statistics are distributed N(0,1), under a null of no cointegration,
and diverge to negative infinity (save for panel v).
为什么stata做完xtpedroni协整检验后出现这种结果,没有P值,如何解决这个问题呢?谢谢大家,