对面板数据坐单位根检验时我用的LLC检验,看到论坛上有两者命令方式,分别做了一下,结果的出来的结果完全不同,求大神指导,好郁闷啊!急急急!!!!
1. levinlin lnintra ,lags(1)
Levin-Lin-Chu test for lnintra Deterministics chosen: constant
Pooled ADF test, N,T = (31,15) Obs = 403
Augmented by 1 lags (average) Truncation: 7 lags
coefficient t-value t-star P > t
-0.13093 -7.186 -3.24801 0.0006
2.. xtunitroot llc lnintra
Levin-Lin-Chu unit-root test for lnintra
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Ho: Panels contain unit roots Number of panels = 31
Ha: Panels are stationary Number of periods = 15
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 7.00 lags average (chosen by LLC)
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Statistic p-value
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Unadjusted t 0.1091
Adjusted t* 1.4109 0.9209
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