Why pescadf command gives an output without cvs and p-value?

[Rümeysa Bilgin]

Dear Statalisters,

I am trying to use pescadf command for a variable from a N=7780 and T=17 panel data set. My variable Var1 do not have any missing observations. When I run the pescadf command, Stata does not provide any critical values and p-values and gives the following output. Changing lags or adding trend do not change the result. Can anyone help me to find the reason of this weird output?

Thanks in advance.

Rumeysa

. pescadf Var1, lags(1)

Pesaran's CADF test for Var1
Cross-sectional average in first period extracted and extreme t-values truncated
Deterministics chosen: constant

t-bar test, N,T = (7780,17)       Obs = 116700
Augmented by 1 lags (average)

    t-bar     cv10      cv5       cv1   Z[t-bar]    P-value
   -2.061        .         .         .        .         .

.



. pescadf Var1, trend lags(2)

Pesaran's CADF test for Var1
Cross-sectional average in first period extracted and extreme t-values truncated
Deterministics chosen: constant & trend

t-bar test, N,T = (7780,17)       Obs = 108920
Augmented by 2 lags (average)

    t-bar     cv10      cv5       cv1   Z[t-bar]    P-value
   -2.267        .         .         .        .         .