. xtunitroot ips lnSO2
Im-Pesaran-Shin unit-root test for lnSO2
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Ho: All panels contain unit roots Number of panels = 30
Ha: Some panels are stationary Number of periods = 10
AR parameter: Panel-specific Asymptotics: T,N -> Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
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Fixed-N exact critical values
Statistic p-value 1% 5% 10%
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t-bar -1.6559 -1.850 -1.750 -1.700
t-tilde-bar -0.8985
Z-t-tilde-bar 2.8493 0.9978
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对lnSO2变量进行IPS单位根检验,结果是存在单位根。因此我对lnSO2进行一阶差分然后再进行IPS检验。结果如下:
. xtunitroot ips DlnSO2
Im-Pesaran-Shin unit-root test for DlnSO2
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Ho: All panels contain unit roots Number of panels = 0
Ha: Some panels are stationary Number of periods = 9
AR parameter: Panel-specific Asymptotics: T,N -> Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
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Fixed-N exact critical values
Statistic p-value 1% 5% 10%
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t-bar . -2.660 -2.280 -2.100
t-tilde-bar .
Z-t-tilde-bar . .
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请问这是什么情况?p值怎么没有啊?是什么原因导致这样的问题呢?我该如何做?跪求各位大虾不吝赐教,小女子感激不尽~!