Hi!
I'd be grateful for help with that:
I have over 1000 products and I would like to test for unit root in their prices- each of them separately.
I tried (after tsset)
foreach x in product{
dfuller price L.price if product==`x'
}
But the results are the same as if I just ran
dfuller price L.price
What I would like to see is the result of dfuller test FOR EACH product, ie.
product=="a"
dfuller results
product=="b"
dfuller results
etc
Thanks!
I'd be grateful for help with that:
I have over 1000 products and I would like to test for unit root in their prices- each of them separately.
I tried (after tsset)
foreach x in product{
dfuller price L.price if product==`x'
}
But the results are the same as if I just ran
dfuller price L.price
What I would like to see is the result of dfuller test FOR EACH product, ie.
product=="a"
dfuller results
product=="b"
dfuller results
etc
Thanks!
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