38
Stata Technical Bulletin
STB-57
|
ε |
1.4S676 |
|
6 |
1.2861 |
|
7 |
1.13476 |
|
S |
1.01642 |
|
9 |
.921226 |
|
10 |
.84288 |
|
11 |
.777242 |
|
12 |
.721428 |
|
13 |
.673349 |
|
14 |
.631492 |
|
ιε |
.594708 |
|
16 |
.662121 |
|
df gls |
ftaret |
Number of obs = 355
Maxlag = 16 chosen by Schwert criterion
|
Test |
17, Critical |
57. |
Critical Value |
107. |
Critical Value | |
|
DF-GLSCtau)[16] |
-4.161 |
-3.480 |
-2.818 |
— -2.536 | ||
|
DF-GLSCtau)[16] |
-4.119 |
-3.480 |
-2.824 |
-2.542 | ||
|
DF-GLSCtau) [14] |
-4.413 |
-3.480 |
-2.829 |
-2.547 | ||
|
DF-GLSCtau)[13] |
-4.733 |
-3.480 |
-2.835 |
-2.552 | ||
|
DF-GLSCtau)[12] |
-4.663 |
-3.480 |
-2.840 |
-2.557 | ||
|
DF-GLSCtau) [11] |
-4.392 |
-3.480 |
-2.846 |
-2.562 | ||
|
DF-GLSCtau)[10] |
-4.653 |
-3.480 |
-2.851 |
-2.566 | ||
|
DF-GLSCtau) [9] |
-4.795 |
-3.480 |
-2.856 |
-2.571 | ||
|
DF-GLSCtau) [8] |
-4.931 |
-3.480 |
-2.861 |
-2.575 | ||
|
DF-GLSCtau) [7] |
-6.006 |
-3.480 |
-2.865 |
-2.580 | ||
|
DF-GLSCtau) [6] |
-6.203 |
-3.480 |
-2.870 |
-2.584 | ||
|
DF-GLSCtau) [6] |
-6.911 |
-3.480 |
-2.874 |
-2.588 | ||
|
DF-GLSCtau) [4] |
-7.614 |
-3.480 |
-2.879 |
-2.592 | ||
|
DF-GLSCtau) [3] |
-7.769 |
-3.480 |
-2.883 |
-2.595 | ||
|
DF-GLSCtau) [2] |
-9.176 |
-3.480 |
-2.887 |
-2.599 | ||
|
DF-GLSCtau) [1] |
-13.075 |
-3.480 |
-2.891 |
-2.602 | ||
|
Opt Lag CNg-Perron sequential |
t) = 8 with RMSE |
.0593867 | ||||
|
Min SC = -5.566828 at lag 2 |
with RMSE .0603119 | |||||
|
. dfgls ftaret, |
notrend | |||||
|
Number of obs = |
355 | |||||
|
Maxlag = 16 chosen by Schwert |
criterion | |||||
|
Test |
17. Critical |
57. |
Critical |
107. |
Critical | |
|
Statistic |
Value |
Value |
Value | |||
|
DF-GLSCmu) [16] |
-3.165 |
-2.580 |
-1.952 |
— -1.637 | ||
|
DF-GLSCmu)[15] |
-3.161 |
-2.580 |
-1.955 |
-1.640 | ||
|
DF-GLSCmu)[14] |
-3.430 |
-2.580 |
-1.958 |
-1.643 | ||
|
DF-GLSCmu) [13] |
-3.725 |
-2.580 |
-1.962 |
-1.646 | ||
|
DF-GLSCmu)[12] |
-3.711 |
-2.580 |
-1.965 |
-1.649 | ||
|
DF-GLSCmu)[11] |
-3.528 |
-2.580 |
-1.968 |
-1.652 | ||
|
DF-GLSCmu)[10] |
-3.776 |
-2.580 |
-1.971 |
-1.655 | ||
|
DF-GLSCmu) [9] |
-3.933 |
-2.580 |
-1.974 |
-1.658 | ||
|
DF-GLSCmu) [8] |
-4.087 |
-2.580 |
-1.977 |
-1.660 | ||
|
DF-GLSCmu) [7] |
-5.039 |
-2.580 |
-1.980 |
-1.663 | ||
|
DF-GLSCmu) [6] |
-5.278 |
-2.580 |
-1.982 |
-1.665 | ||
|
DF-GLSCmu) [5] |
-5.966 |
-2.580 |
-1.985 |
-1.668 | ||
|
DF-GLSCmu)[4] |
-6.679 |
-2.580 |
-1.988 |
-1.670 | ||
|
DF-GLSCmu) [3] |
-6.928 |
-2.580 |
-1.990 |
-1.672 | ||
|
DF-GLSCmu) [2] |
-8.312 |
-2.580 |
-1.993 |
-1.675 | ||
|
DF-GLSCmu)[1] |
-12.060 |
-2.580 |
-1.995 |
-1.677 | ||
|
Opt Lag CNg-Perron sequential |
t) = 8 with RMSE |
.0600067 | ||||
Min SC = -5.53158 at lag 2 with RMSE .0613843
Both tests indicate that ftap appears to be nonstationary. ftaret appears to be both trend and level stationary.
More intriguing information
1. The English Examining Boards: Their route from independence to government outsourcing agencies2. Centre for Longitudinal Studies
3. PROTECTING CONTRACT GROWERS OF BROILER CHICKEN INDUSTRY
4. An Intertemporal Benchmark Model for Turkey’s Current Account
5. Endogenous Heterogeneity in Strategic Models: Symmetry-breaking via Strategic Substitutes and Nonconcavities
6. A Brief Introduction to the Guidance Theory of Representation
7. The name is absent
8. The name is absent
9. The Role of Trait Emotional Intelligence (El) in the Workplace.
10. Spatial agglomeration and business groups: new evidence from Italian industrial districts