vartable 与dfuller 的区别

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

请问一下在stata的单位根检验中，命令vartable 与dfuller 有什么区别呢？

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Fuller Table ABLE FULL ABL var stata

区别是需要看帮助，但是非官方命令，如果作者不提供详细信息就很难判断，如：vartable

***********************************************************************

Title

    [TS] dfuller -- Augmented Dickey-Fuller unit-root test


Syntax

        dfuller varname [if] [in] [, options]

    options         Description
    --------------------------------------------------------------------------------------
    Main
      noconstant    suppress constant term in regression
      trend         include trend term in regression
      drift         include drift term in regression
      regress       display regression table
      lags(#)       include # lagged differences
    --------------------------------------------------------------------------------------
    You must tsset your data before using dfuller; see [TS] tsset.
    varname may contain time-series operators; see tsvarlist.


Menu

    Statistics > Time series > Tests > Augmented Dickey-Fuller unit-root test


Description

    dfuller performs the augmented Dickey-Fuller test that a variable follows a unit-root
    process.  The null hypothesis is that the variable contains a unit root, and the
    alternative is that the variable was generated by a stationary process.  You may
    optionally exclude the constant, include a trend term, and include lagged values of
    the difference of the variable in the regression.




***********************************************************************
--------------------------------------------------------------------------------------------
help for vartable
--------------------------------------------------------------------------------------------

Cell means, variances & standard deviations
-------------------------------------------

vartable dependent iv1 [iv2 iv3 iv4] [if exp] [in range]


Description
-----------

vartable displays a table of cell means, variances & standard deviations.


***********************************************************************

谢谢！