Hi, all. I’m conducting a time series analysis with 21 years of data. For the stationary test, I fail to conduct the dicky-fuller test. The command I used is simply: dfuller x, lag() regress. The result is incomplete (std err, t value, p value, and confidence interval are all missing values). Number of observations is 8 , which I think is the main reason Stata is unable to calculate the result. This same result are given for all of my other variables. Why is Stata omitting so many values? Considering I only have 21 years in my data set, is the observation so small for Stata to do the dicky-fuller test?
please see the attached photo for reference.
Help of any kind is appreciated.
please see the attached photo for reference.
Help of any kind is appreciated.
