我在做面板数据单位根检验的时候一阶单整不符合条件,
我看有资料说如果不是一阶单整的话需要做差分处理,看这个例子http://www.docin.com/p-238806630.html
但是我装不了这个levinlin,这儿执行不了上面说的命令,想问下就用xtunitroot llc 这个命令怎么差分后再做单位根检验呢?
这是我输的命令和结果,怎么会这样呢?
. xtunitroot llc fer
Levin-Lin-Chu unit-root test for fer
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Ho: Panels contain unit roots Number of panels = 214
Ha: Panels are stationary Number of periods = 6
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 5.00 lags average (chosen by LLC)
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Statistic p-value
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