dfuller检验单位根的时候提示没有多重面板怎么办？

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使用dfuller检验单位根的时候出现了错误，如下图 ：


请问没有多重面板是怎么回事？我的是面板数据。

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关键词：dfuller检验 Fuller FULL 怎么办 面板数据

我xtset设定了面板。。。。。。。

defuller只能是时间序列
不能使面板数据

蓝色 发表于 2014-3-3 15:11
defuller只能是时间序列
不能使面板数据

oh my god!!!!!涨姿势啦啦啦啦。。。谢谢版主

  [XT] xtunitroot -- Panel-data unit-root tests


Syntax

    Levin-Lin-Chu test

        xtunitroot llc varname [if] [in] [, LLC_options]


    Harris-Tzavalis test

        xtunitroot ht varname [if] [in] [, HT_options]


    Breitung test

        xtunitroot breitung varname [if] [in] [, Breitung_options]


    Im-Pesaran-Shin test

        xtunitroot ips varname [if] [in] [, IPS_options]


    Fisher-type tests (combining p-values)

        xtunitroot fisher varname [if] [in], {dfuller | pperron} lags(#) [Fisher_options]


    Hadri Lagrange multiplier stationarity test

        xtunitroot hadri varname [if] [in] [, Hadri_options]


    LLC_options            Description
    ----------------------------------------------------------------------------------------------
    trend                  include a time trend
    noconstant             suppress panel-specific means
    demean                 subtract cross-sectional means
    lags(lag_spec)         specify lag structure for augmented Dickey-Fuller (ADF) regressions
    kernel(kernel_spec)    specify method to estimate long-run variance
    ----------------------------------------------------------------------------------------------
    lag_spec is either a nonnegative integer or one of aic, bic, or hqic followed by a positive
      integer.
    kernel_spec takes the form kernel maxlags, where kernel is one of bartlett, parzen, or
      quadraticspectral and maxlags is either a positive number or one of nwest or llc.


    HT_options             Description
    ----------------------------------------------------------------------------------------------
    trend                  include a time trend
    noconstant             suppress panel-specific means
    demean                 subtract cross-sectional means
    altt                   make small-sample adjustment to T
    ----------------------------------------------------------------------------------------------


    Breitung_options       Description
    ----------------------------------------------------------------------------------------------
    trend                  include a time trend
    noconstant             suppress panel-specific means
    demean                 subtract cross-sectional means
    robust                 allow for cross-sectional dependence
    lags(#)                specify lag structure for prewhitening
    ----------------------------------------------------------------------------------------------


    IPS_options            Description
    ----------------------------------------------------------------------------------------------
    trend                  include a time trend
    demean                 subtract cross-sectional means
    lags(lag_spec)         specify lag structure for ADF regressions
    ----------------------------------------------------------------------------------------------
    lag_spec is either a nonnegative integer or one of aic, bic, or hqic followed by a positive
      integer.


    Fisher_options         Description
    ----------------------------------------------------------------------------------------------
    * dfuller              use ADF unit-root tests
    * pperron              use Phillips-Perron unit-root tests
    * lags(#)              specify lag structure for prewhitening
      demean               subtract cross-sectional means
      dfuller_opts         any options allowed by the dfuller command
      pperron_opts         any options allowed by the pperron command
    ----------------------------------------------------------------------------------------------
    * Either dfuller or pperron is required.
    * lags(#) is required.


    Hadri_options          Description
    ----------------------------------------------------------------------------------------------
    trend                  include a time trend
    demean                 subtract cross-sectional means
    robust                 allow for cross-sectional dependence
    kernel(kernel_spec)    specify method to estimate long-run variance
    ----------------------------------------------------------------------------------------------
    kernel_spec takes the form kernel [#], where kernel is one of bartlett, parzen, or
      quadraticspectral and # is a positive number.

    varname may contain time-series operators; see tsvarlist.


Menu

    Statistics > Longitudinal/panel data > Unit-root tests


Description

    xtunitroot performs a variety of tests for unit roots (or stationarity) in panel datasets.
    The Levin-Lin-Chu (2002), Harris-Tzavalis (1999), Breitung (2000; Breitung and Das 2005),
    Im-Pesaran-Shin (2003), and Fisher-type (Choi 2001) tests have as the null hypothesis that all
    the panels contain a unit root.  The Hadri (2000) Lagrange multiplier (LM) test has as the
    null hypothesis that all the panels are (trend) stationary.  The top of the output for each
    test makes explicit the null and alternative hypotheses.  Options allow you to include
    panel-specific means (fixed effects) and time trends in the model of the data-generating
    process.

蓝色 发表于 2014-3-3 15:11
defuller只能是时间序列
不能使面板数据

"dfuller_opts         any options allowed by the dfuller command",请问在单位根检验中,这样的命令是什么意思啊,应该如何运用这样的命令,求指导,谢谢!