Hi,
I have done some preliminary unit root tests for some of the variables but I find it extremely time consuming to exporting each variable manually into Latex form.
For example, this is my variable and the first difference..
After testings for the presence of unit root, I want to illustrate that it is an I(1) series in levels but after first differencing the series, it becomes stationary. So I would like to show the test in levels and in first differences. Could anyone help me with a code please?
I have done some preliminary unit root tests for some of the variables but I find it extremely time consuming to exporting each variable manually into Latex form.
For example, this is my variable and the first difference..
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(quarter lprod Dlprod) 80 12.13732 . 81 12.101705 -.035614014 82 12.085896 -.01580906 83 12.04684 -.03905678 84 12.071728 .02488899 85 12.050054 -.021674156 86 12.00326 -.04679394 87 12.004496 .001235962 88 11.989095 -.015400887 89 11.960452 -.028642654 90 11.980496 .020044327 91 12.01027 .02977276 92 11.940223 -.070046425 93 11.960725 .02050209 94 12.009465 .04874039 95 12.011308 .0018424988 96 12.00856 -.002747536 97 12.014071 .005511284 98 11.99644 -.017630577 99 11.999317 .002876282 100 11.99553 -.003787041 101 11.972418 -.023112297 102 11.97455 .002131462 103 12.035333 .06078339 104 12.02259 -.012742996 105 12.037267 .014677048 106 12.057285 .02001858 107 12.03192 -.02536392 108 12.012305 -.019616127 109 12.019267 .006961823 110 12.071442 .05217457 111 12.06753 -.0039129257 112 12.054868 -.01266098 113 12.05971 .004841805 114 12.07685 .017139435 115 12.121812 .04496288 116 12.07576 -.04605198 117 12.084238 .008478165 118 12.103356 .01911831 119 12.124914 .02155781 120 12.123683 -.0012311935 121 12.119718 -.003965378 122 12.083868 -.03584957 123 12.108518 .02464962 124 12.109262 .000743866 125 12.086098 -.023163795 126 12.10194 .015841484 127 12.113782 .011842728 128 12.108726 -.005056381 129 12.091665 -.01706028 130 12.09718 .005515099 131 12.111823 .014642715 132 12.111023 -.0008001328 133 12.093852 -.017170906 134 12.099945 .006093025 135 12.109635 .009690285 136 12.117045 .00741005 137 12.11408 -.0029649734 138 12.1156 .0015182495 139 12.13338 .017782211 140 12.132375 -.0010061264 141 12.1355 .003125191 142 12.145184 .00968361 143 12.14872 .003537178 144 12.156657 .007936478 145 12.156556 -.00010108948 146 12.15994 .00338459 147 12.17632 .016378403 148 12.187155 .010835648 149 12.186235 -.000919342 150 12.192647 .006411552 151 12.20609 .013442993 152 12.224665 .018574715 153 12.216696 -.007968903 154 12.199882 -.016814232 155 12.205155 .005273819 156 12.212488 .007332802 157 12.1818 -.030688286 158 12.192327 .010526657 159 12.19558 .003252983 160 12.20914 .01356125 161 12.226406 .01726532 162 12.24416 .017752647 163 12.253895 .00973606 164 12.241908 -.011986732 165 12.218095 -.02381325 166 12.227437 .009342194 167 12.223634 -.003803253 168 12.210117 -.013516426 169 12.205342 -.004775047 170 12.213876 .008533478 171 12.231914 .018037796 172 12.240483 .008569717 173 12.233493 -.006990433 174 12.242036 .0085430145 175 12.271914 .029878616 176 12.2812 .009285927 177 12.283822 .002621651 178 12.297336 .013513565 179 12.30247 .005133629 end format %tq quarter
Code:
dfgls lprod, maxlag(0)
DF-GLS for lprod Number of obs = 147
DF-GLS tau 1% Critical 5% Critical 10% Critical
[lags] Test Statistic Value Value Value
------------------------------------------------------------------------------
0 -1.547 -3.522 -2.971 -2.680
. pperron lprod
Phillips-Perron test for unit root Number of obs = 147
Newey-West lags = 4
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(rho) 0.431 -19.957 -13.794 -11.063
Z(t) 0.290 -3.494 -2.887 -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.9769
. dfgls Dlprod, maxlag(0)
DF-GLS for Dlprod Number of obs = 146
DF-GLS tau 1% Critical 5% Critical 10% Critical
[lags] Test Statistic Value Value Value
------------------------------------------------------------------------------
0 -8.611 -3.524 -2.971 -2.681
. pperron Dlprod
Phillips-Perron test for unit root Number of obs = 146
Newey-West lags = 4
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(rho) -136.215 -19.953 -13.792 -11.061
Z(t) -12.996 -3.495 -2.887 -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0000
