怎么报告面板数据协整检验 xtpedroni的结果啊,没有p值啊
Please Wait: Calculating Statistics
Pedroni's cointegration tests:
No. of Panel units: 5 Regressors: 3
No. of obs.: 170 Avg obs. per unit: 34
Data has been time-demeaned.
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Test Stats. | Panel Group
---------------+----------------------
v | 2.162 .
rho | -2.465 -1.898
t | -3.943 -4.396
adf | -2.27 -2.537
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All test statistics are distributed N(0,1), under a null of no cointegration,
and diverge to negative infinity (save for panel v).
Pedroni's PDOLS (Group mean average):
No. of Panel units: 5 Lags and leads: 1
Number of obs: 155 Avg obs. per unit: 31
Data has been time-demeaned.
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Variables | Beta t-stat
---------------+----------------------
loan_td | .03305 2.5
borrow_td | 7.272 4.639
invest_td | 2.118 7.785
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