Hello
I run my xtpedroni command to test the cointegration between the variables , please could you help me to calculate the p-value of the tests in STATA
I want to understand how I can calculate the p-value of normal distribution in STATA
and about the pedroni test ( is it one tail or two tail?)
Pedroni's cointegration tests:
No. of Panel units: 13 Regressors: 4
No. of obs.: 374 Avg obs. per unit: 29
Data has been time-demeaned.
A time trend has been included.
--------------------------------------
Test Stats. | Panel Group
---------------+----------------------
v | -1.017 .
rho | -1.69 -.2211
t | -5.513 -5.126
adf | -3.427 -1.528
--------------------------------------
All test statistics are distributed N(0,1), under a null of no cointegration,
and diverge to negative infinity (save for panel v).
I run my xtpedroni command to test the cointegration between the variables , please could you help me to calculate the p-value of the tests in STATA
I want to understand how I can calculate the p-value of normal distribution in STATA
and about the pedroni test ( is it one tail or two tail?)
Pedroni's cointegration tests:
No. of Panel units: 13 Regressors: 4
No. of obs.: 374 Avg obs. per unit: 29
Data has been time-demeaned.
A time trend has been included.
--------------------------------------
Test Stats. | Panel Group
---------------+----------------------
v | -1.017 .
rho | -1.69 -.2211
t | -5.513 -5.126
adf | -3.427 -1.528
--------------------------------------
All test statistics are distributed N(0,1), under a null of no cointegration,
and diverge to negative infinity (save for panel v).
