Problem with ''xtfisher'' command

[georgia kozoni]

Hello,

i have panel data for 109 firms and for the period 2008-2018.I want to do a test for unit roots in the variable.Due to my data are unbalanced i am using the xtfisher command.The result is a space and a dot in Prob > chi2.Below,i will show you my commands and the problematic result.

egen compid=group(Company)
xtset compid date
xtfisher dcds,lag(0)
Fisher Test for panel unit root using an augmented Dickey-Fuller test (0 lags)

Ho: unit root

chi2(0) = 0.0000
Prob > chi2 = .




If someone could help me,i would really appreciate it.

Thank you!

[Scott Merryman]

Does the data set have gaps? You might try using the display option that will show the underlying individual unit root tests.

[Saad Aftab]

I have an unbalanced panel data set with quarterly observations from 2012 to 2019. The data has gaps. The xtfisher command shows the following result.

. xtfisher ShorttermLoansTA , lag(0)


Fisher Test for panel unit root using an augmented Dickey-Fuller test (0 lags)

Ho: unit root

chi2(0) = 0.0000
Prob > chi2 = .

How can I fix this?