Hellow
Can any one guide why the following message appear in PP-Choi test
Method Statistic Prob.**
PP - Fisher Chi-square 0.00942 1.0000
PP - Choi Z-stat NA
Test statistic value of 'NA' due to the present of a p-value of
one or zero
Thanks
Rehman
Search found 3 matches
- Thu Jan 31, 2013 8:10 am
- Forum: Econometric Discussions
- Topic: Panel Unit Root Tests-Choi Test
- Replies: 0
- Views: 1748
- Wed Jan 30, 2013 7:12 pm
- Forum: Econometric Discussions
- Topic: Panel Unit Root Tests
- Replies: 1
- Views: 2694
Re: Panel Unit Root Tests
Hellow Can anyone tell why result N/A appears and what are its statistical meanings,Please see results of PP Choi test Regards Rehman Null Hypothesis: Unit root (individual unit root process) Series: GDP Date: 01/31/13 Time: 07:11 Sample: 1964 2009 Exogenous variables: Individual effects Newey-West ...
- Sat Jan 26, 2013 8:55 am
- Forum: Econometric Discussions
- Topic: Panel Unit Root Tests
- Replies: 1
- Views: 2694
Panel Unit Root Tests
Hellow I am working on Panel unit root results.All the variables are stationary except One variable at first difference in One test namely LLC,the rest tests ie IPS,FisherADF and Fischer PP confirms the stationarity on ist difference,only LLC negates.Can i proceed for Panel Cointegeration. Thanks Re...