Stata and Eviews different results

[shakyyy87]

Really , can i please know the values ? and if possible could you attach the work file .
Thank you in advance.

[startz]

Null Hypothesis: EXPORTS_OF_GOODS_AND_SER has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=7)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -0.657720 0.8429
Test critical values: 1% level -3.661661
5% level -2.960411
10% level -2.619160

*MacKinnon (1996) one-sided p-values.


Augmented Dickey-Fuller Test Equation
Dependent Variable: D(EXPORTS_OF_GOODS_AND_SER)
Method: Least Squares
Date: 07/30/12 Time: 08:24
Sample (adjusted): 2 32
Included observations: 31 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

EXPORTS_OF_GOODS_AND_SER(-1) -0.027429 0.041703 -0.657720 0.5159
C 7.40E+08 4.71E+08 1.571120 0.1270

R-squared 0.014698 Mean dependent var 4.65E+08
Adjusted R-squared -0.019278 S.D. dependent var 1.20E+09
S.E. of regression 1.21E+09 Akaike info criterion 44.73044
Sum squared resid 4.26E+19 Schwarz criterion 44.82295
Log likelihood -691.3218 Hannan-Quinn criter. 44.76060
F-statistic 0.432596 Durbin-Watson stat 1.986682
Prob(F-statistic) 0.515905

[shakyyy87]

Great ! that is the result when you do using Eveiws , but the result in stata please ?

[startz]

dfuller exports_of_goods_and_ser

Dickey-Fuller test for unit root Number of obs = 31

---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -0.658 -3.709 -2.983 -2.623
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.8574

. dfuller exports_of_goods_and_ser

Dickey-Fuller test for unit root Number of obs = 31

---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -0.658 -3.709 -2.983 -2.623
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.8574

[shakyyy87]

Wow ! unbelievable , i get different answer while using stata. The command for stata is : Dfuller (variable) - this is what you did right ? Also let me know if you have converted the data from string to long and to float in stata 11.1 - Confirm me this please.

[startz]

I dropped your Excel file into EVIews and exported the Stata file from EViews. My guess, though I really don't know, is that you made an error in Stata somewhere. It doesn't sound like Stata and EViews disagree.

[shakyyy87]

Still not sure why my results are different when doing the test in stata alone . Thank you very much for the help. Bless you !