I want to use "putexcel" to write the results of KPSS tests to an excel sheet. The problem with the KPSS test results is however that the scalar values of the test results are not defined for the "critical values" or not clearly defined for the "test statistic" (the name of the scalar depends on the lag order, which is not known in advance: r(kpss"lag order")). Only the sample size is clearly defined by r(N). Has anybody an idea, how to receive the KPSS test results with "putexcel"?
The commands I use are:
kpss ln_CPI_IRL_sa_shw1, auto
putexcel set Tests_Results_FRED, open modify sheet("UR Test CPI")
putexcel F53 = matrix(r(N))
putexcel F55 = matrix(r(kpss9)), nformat(number_d2)
putexcel close
I use the latest KPSS test module available under sts15_2 from http://www.stata-journal.com/software/sj6-3 written by Christopher F. Baum, Boston College
The commands I use are:
kpss ln_CPI_IRL_sa_shw1, auto
putexcel set Tests_Results_FRED, open modify sheet("UR Test CPI")
putexcel F53 = matrix(r(N))
putexcel F55 = matrix(r(kpss9)), nformat(number_d2)
putexcel close
I use the latest KPSS test module available under sts15_2 from http://www.stata-journal.com/software/sj6-3 written by Christopher F. Baum, Boston College
