log using c:\POE\labor\remit, replace
use C:\POE\Labor\remit.dta, clear
encode obs, generate(time)
tsset time
summarize
***Step 2. Now create a temporary files using
tempname anees_uroot
tempfile unitroots
***Step 3. Then you need to write to the temporary files as to what should be the
*names of the headers of the table. Also you need to specify which file to use and
*what to add to the file as headers.
postfile `anees_uroot' str12 name dfuller_statistic dfuller_pvalue dfuller_lags perron_statistic pperron_rho pperron_pvalue pperron_lags using `unitroots'
***Step 4. Load the variables. You can add as many variables as you wish or that
*you would like to use in reports. Replace the var_i with your real variables here.
foreach var of varlist bagrm indrm laorm malrm {
***Step 5. This section conducts the tests. I have added simple ADF and PP tests
*for unit root. Please note, you should make sure the tests stores the r() to be
*exported.
dfuller bagrm
dfuller indrm
dfuller laorm
dfuller malrm
local dfuller_statistic = r(Zt)
local dfuller_pvalue = r(p)
local dfuller_lags = r(lags)
pperron bagrm
pperron indrm
pperron laorm
pperron malrm
local perron_statistic = r(Zt)
local pperron_rho = r(Zrho)
local pperron_pvalue = r(p)
local pperron_lags = r(lags)
***Step 6. Write the results into the temporary files and close the section code.
post `anees_uroot' ("`var'") (`dfuller_statistic') (`dfuller_pvalue')
(`dfuller_lags') (`perron_statistic') (`pperron_rho') (`pperron_pvalue')
(`pperron_lags')
}
***Step 7. Close the post file as started above. You can now see the produced results in a tabular format to be copied right from Stata output window
*or use the next line of code to export the stored results into Excel etc.
postclose `anees_uroot'
clear
use `unitroots'
***Step 8. Export the results to Excel and keep the the stored names for tests_values as variables headers.
*The first column named; Name will contain variable names.
export excel using "C:\POE\Labor\Stata Unit Root Tests.xls", firstrow(variables)
replace
***Step 9 Optional. Use the list command in Stata to see the results produced by above tutorial.
list
Page
post `anees_uroot' ("`var'") (`dfuller_statistic') (`dfuller_pvalue')
(`dfuller_lags') (`perron_statistic') (`pperron_rho') (`pperron_pvalue')
(`pperron_lags')
}
post `anees_uroot' ("`var'") (`dfuller_statistic') (`dfuller_pvalue') ///
(`dfuller_lags') (`perron_statistic') (`pperron_rho') (`pperron_pvalue') ///
(`pperron_lags')
}
dfuller `var' local dfuller_statistic = r(Zt) dfuller `var' local dfuller_pvalue = r(p) dfuller `var' local dfuller_lags = r(lags) pperron `var' local perron_statistic = r(Zt) pperron `var' local pperron_rho = r(Zrho) pperron `var' local pperron_pvalue = r(p) pperron `var' local pperron_lags = r(lags)
dfuller `var' local dfuller_statistic = r(Zt) local dfuller_pvalue = r(p) local dfuller_lags = r(lags) pperron `var' local perron_statistic = r(Zt) local pperron_rho = r(Zrho) local pperron_pvalue = r(p) local pperron_lags = r(lags)
log using c:\POE\labor\remit, replace
use C:\POE\Labor\remit.dta, clear
encode obs, generate(time)
tsset time
summarize
***Step 2. Now create a temporary files using
tempname anees_uroot
tempfile unitroots
***Step 3. Then you need to write to the temporary files as to what should be the
*names of the headers of the table. Also you need to specify which file to use and
*what to add to the file as headers.
postfile `anees_uroot' str12 name dfuller_statistic dfuller_pvalue dfuller_lags perron_statistic pperron_rho pperron_pvalue pperron_lags using `unitroots'
***Step 4. Load the variables. You can add as many variables as you wish or that
*you would like to use in reports. Replace the var_i with your real variables here.
foreach var of varlist bagrm indrm laorm malrm {
***Step 5. This section conducts the tests. I have added simple ADF and PP tests
*for unit root. Please note, you should make sure the tests stores the r() to be
*exported.
dfuller `var'
local dfuller_statistic = r(Zt)
local dfuller_pvalue = r(p)
local dfuller_lags = r(lags)
pperron `var'
local perron_statistic = r(Zt)
local pperron_rho = r(Zrho)
local pperron_pvalue = r(p)
local pperron_lags = r(lags)
***Step 6. Write the results into the temporary files and close the section code.
post `anees_uroot' ("`var'") (`dfuller_statistic') (`dfuller_pvalue') ///
(`dfuller_lags') (`perron_statistic') (`pperron_rho') (`pperron_pvalue') ///
(`pperron_lags')
}
***Step 7. Close the post file as started above. You can now see the produced results in a tabular format to be copied right from Stata output window
*or use the next line of code to export the stored results into Excel etc.
postclose `anees_uroot'
clear
use `unitroots'
***Step 8. Export the results to Excel and keep the the stored names for tests_values as variables headers.
*The first column named; Name will contain variable names.
export excel using "C:\POE\Labor\Stata Unit Root Tests.xls", firstrow(variables)
replace
***Step 9 Optional. Use the list command in Stata to see the results produced by above tutorial.
list
Page
Comment