stata的help中有“{}”符号的命令应该怎么填写

hugenli 发表于 2011-8-17 19:46
if I want to use ADF test,what should I do to find the lags?  
and which p-value is usefull in  ...

you asked me:

*(1)* if I want to use ADF test,what should I do to find the lags?
*(2)* and which p-value is usefull in the following table?(the first one?)

(1) to use ADF just add dfuller in the options like that:
xtunitroot fisher y, dfuller lags(1)
So the test will be : Fisher-type unit-root test for y Based on augmented Dickey-Fuller tests

(2) p-value in the table takes many forms of tests:
Inverse chi-squared test, Z-test, logit-test, and Modified inv. chi-squared test
you can choose the type of test you prefare

I hope to that helps
and you are welcome, and any questions ask me

My Best Regards

Gosia 发表于 2011-8-17 20:43
you asked me:

*(1)* if I want to use ADF test,what should I do to find the lags?

I'm sorry I don't express my question clear enough,I mean how can I find the optimal lags if I want to use ADF test(use lags(1) or lags(2)...)?

if you read my message leaved in your webpage and have time to reply, I hope you can give me some advice. I don't know how to continue my paper now, and can't find people to ask, I think you may give me the answer.

hugenli 发表于 2011-8-17 22:58
I'm sorry I don't express my question clear enough,I mean how can I find the optimal lags if I wan ...

you are welcome again dear hugenli

I can give you my email ofcourse
gosiaaslan@yahoo.com

you can mail me

all your questions will be answered
by the way I am PhD academic stuff
and my brother is professor in Econometrics

My Best Regards

Gosia 发表于 2011-8-17 23:33
you are welcome again dear hugenli

I can give you my email ofcourse

Sorry to trouble you, and thanks very much for your patient and kindness. I'll send you email if I need your help.
I'm just an undergraduate,junior student, so my question may be foolish for you,hope you don't mind.
And I want to know whether we can communicate in Chinese, my English is not good enough to communicat with you.

hugenli 发表于 2011-8-18 00:02
Sorry to trouble you, and thanks very much for your patient and kindness. I'll send you email if I ...

hello dear hugenli again
you are welcome again
nice to see you again
no problem of english
I understand your quesion and I asked my brother,
So good news for you,
He will make a module for you on Stata to let you know the optimal lag automatically when using xtunitroot test
and I want to know any version of stata you use ?

My Best Regrads

hugenli 发表于 2011-8-18 00:02
Sorry to trouble you, and thanks very much for your patient and kindness. I'll send you email if I ...

And I want to know whether we can communicate in Chinese

yes we can, although I dont know Chinese but I use online translation from Chinese to English
and from English to Chinese
very easy

http://translation2.paralink.com/translations.asp?lang=zh

Gosia 发表于 2011-8-18 00:40
hello dear hugenli again
you are welcome again
nice to see you again

stata10 or stata 11 are both OK,thank you!!