I want to conduct a stationarity test (Fisher) for around 40 variables in my data. I have managed to put this in a loop but unfortunately, outreg2 is not enabled to pull the stats and most likely the test routine does not store these stats. Here is my loop;
A MWE data is here (note some vars have been left out);
How can I ensure that I pull at least the variable name, the p-value, number of panels and the Inverse Chi?
Code:
foreach var of varlist gross_loan_portfolio - donated_equity{ set more off display "**********************************" display `var' display "**********************************" xtunitroot fisher gross_loan_portfolio, dfuller trend lags(0) }
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input double(debt_to_equity_ratio impairment_loss_allowance portfolio_at_risk30_days operating_expense operational_self_sufficiency profit_margin deposits_to_loans secondarygross) 2.82 2377547 .0106 12238901 1.7445 .4268 . 81.033 2.91 2252613 .0106 18663047 1.2542 .2027 . 81.65817 2.7 7158780 .0106 21758087 1.2523 .2015 . 82.48176 2.94 3590827 .0106 39693333 1.2229 .1823 . 83.49302 2.86 5583411 .0106 45364117 1.1556 .1347 . 85.96943 .7 5296718 .1011 61363333 1.2159 .1776 .6403 85.96943 1.22 15016045 .1735 78381661 1.2603 .2066 1.1142 87.39671 .96 15383773 .1158 88034398 1.2884 .2239 .9947 90.64883 1.41 22398964 .1125 112489124 1.2717 .2137 .6971 92.33537 2.53 25339229 .1011 122135328 1.2323 .1885 .4875 90.8974 4.49 49525000 .1011 171181704 1.2399 .1935 .6231 92.5119 3.18 121368678 .0601 250691425 1.234 .1896 .6575 93.7372 3.56 206860241 .0601 339197544 1.267 .2108 .6169 96.18246 3.5 303546711 .0601 359102262 1.2666 .2105 .6169 98.82686 -5.12 15699 .04 245146 .4722 -1.1176 0 84.58689 -1.89 20219 .04 358119 .4058 -1.1176 0 81.033 -2.2 22596 .02 402680 .4281 -1.3359 0 81.65817 -1.85 179347 .16 412950 .2685 -2.7249 0 82.48176 -1.05 0 .095 96857 .1025 -8.752 0 81.65817 -1.23 0 .08 126564 .2086 -3.7929 0 82.48176 end
How can I ensure that I pull at least the variable name, the p-value, number of panels and the Inverse Chi?
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