进行IPS单位根检验结果存在单位根，接着进行一阶差分，出现这样的结果是啥情况！？ - Stata专版

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Crystal_0807 发表于 2015-4-24 21:38:34 |AI写论文

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. xtunitroot ips lnSO2

Im-Pesaran-Shin unit-root test for lnSO2
----------------------------------------
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
------------------------------------------------------------------------------
                                          Fixed-N exact critical values
                  Statistic    p-value       1%    5%    10%
------------------------------------------------------------------------------
t-bar             -1.6559                   -1.850  -1.750  -1.700
t-tilde-bar       -0.8985
Z-t-tilde-bar       2.8493       0.9978
------------------------------------------------------------------------------
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
-----------------------------------------
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
------------------------------------------------------------------------------
                                          Fixed-N exact critical values
                  Statistic    p-value       1%    5%    10%
------------------------------------------------------------------------------
t-bar                   .                   -2.660  -2.280  -2.100
t-tilde-bar             .
Z-t-tilde-bar          .          .
------------------------------------------------------------------------------

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~！