Error r2000

[Alexander Olesen]

Hey statalist!

Im am studying a master degree in finance but im pretty new to stata.

I wish to conduct a unit root test on some of my data. I have destringed all the variables from my excel file. When I look at my data set in Stata, I have the same number of observations for the variable t and the other variables. When I try to perform my unit root test, I get en error r2000. Can anyone see what I am doing wrong?

Best wishes
Alexander

[Nick Cox]

You seem to feeding the panel identifier to xtunitroot. Or, rather feeding the wrong variable as panel identifier to xtset. cldax isn't an identifier.

In any case you appear to have one panel only. Is that right? If so, the panel identifier is constant and could be a variable holding a single integer such as 1.

I've gone beyond my expertise here. Others will know immensely more about this territory.

Your dataset appears small enough to give us a data example, say through

dataex cldax t