crystal8832 发表于 2015-2-14 09:36
时间太短~
. xtunitroot fisher sci,dfuller drift lags(1) demean
Fisher-type unit-root test for sci
Based on augmented Dickey-Fuller tests
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Ho: All panels contain unit roots Number of panels = 988
Ha: At least one panel is stationary Number of periods = 67
AR parameter: Panel-specific Asymptotics: T -> Infinity
Panel means: Included
Time trend: Not included Cross-sectional means removed
Drift term: Included ADF regressions: 1 lag
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Statistic p-value
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Inverse chi-squared(0) P 0.0000 .
Inverse normal Z . .
Inverse logit t(4) L* . .
Modified inv. chi-squared Pm . .
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P statistic requires number of panels to be finite.
Other statistics are suitable for finite or infinite number of panels.
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麻烦您看下我这个怎么回事儿,我这LLC,HT,都通过了,就IPS和fisher-adf/pp不行