Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(quarter Dlprod) double lrea float Dlop double inf float(Dlrgdp Dlexc)
 80             .   39.13813266666667            .  7.74278215223094            .            .
 81   -.035614014  60.410011999999995 -.0036604404  10.2464332036316   -.04316902 -.0008628368
 82    -.01580906   51.08060033333334   -.08054447   12.291933418694  -.028956413  -.020701766
 83    -.03905678           62.466026    .17828774  13.1147540983606    .08399487    .03753448
 84     .02488899   58.54461133333333   -.04705215  14.7381242387332   -.01137352    .06241119
 85   -.021674156  40.808108000000004   -.10607576                14  -.022613525    .06047547
 86    -.04679394   20.17195633333333   -.05337715  13.5689851767389  -.015737534    .06826341
 87    .001235962  12.483683466666667    .05288005  12.3745819397994    .05860233   -.04127169
 88   -.015400887  -.2111375666666667   -.08884788  11.8895966029724   -.01995945   .019032836
 89   -.028642654   .5451751000000004    .04567003  11.0423116615067  -.025244713    .02091241
 90    .020044327  -37.34087466666667  -.009387732  10.8433734939759  -.009765625    .08882523
 91     .02977276  -23.72058266666667   -.00683546  11.6071428571428    .06259918   .073213935
 92   -.070046425 -13.459465066666667    -.0800426  9.77229601518024  -.009399414  -.005073905
 93     .02050209 -12.350081633333332   .010914087   9.1078066914498   .007008553  .0083755255
 94     .04874039 -33.336627666666665    .02732563  7.78985507246374  -.017912865   .032039404
 95   .0018424988  -27.24211366666667   -.04581285  7.28888888888891   .065146446   .013346195
 96   -.002747536          -23.977575   .010084867  6.30942091616251    .00942421    .02453232
 97    .005511284          -18.353044   .002732754  6.47359454855195  -.020303726    .00676179
 98   -.017630577          -27.757518   -.04061341  6.13445378151261    .02085972    .07764363
 99    .002876282  -20.14504066666667  -.023606777  5.96520298260146    .04980183    .05618048
100   -.003787041          -25.616022 -.0044965744  5.69105691056911   .011543274    .05679584
101   -.023112297 -26.788110666666668  -.015342474  5.75999999999999  -.036082268   -.05182862
102    .002131462          -52.681589   .005304575  5.77988915281077    .01897907   -.06399655
103     .06078339  -36.48232166666667   .035532236  5.62939796716187    .06870365   -.06899428
104   -.012742996  -48.39284266666667     -.492239  5.76923076923076   -.02629471   -.06177926
105    .014677048  -65.86139466666667    -.3213961  6.05143721633889  -.005705833    .01131153
106     .02001858  -71.29853133333333            0  8.00898203592812 -.0007314682 -.0021862984
107    -.02536392          -53.494223     .1625726  8.80829015544041    .07444286   .011133432
108   -.019616127 -41.291238666666665    .19018364  9.96363636363637   -.04241371   -.05986404
109    .006961823          -25.291703    .03786588  9.70042796005709   .003426552   -.04718626
110     .05217457          -25.120687   .029469013  7.90020790020794   -.03904152  .0028271675
111  -.0039129257 -11.800554066666665  -.064515114  7.41496598639454    .09070873   -.03897548
112    -.01266098  11.860477533333333   -.11970901  7.07671957671957    -.0380516  -.016815186
113    .004841805  3.7127351333333336    .02114606  7.02210663198959   -.03488922  -.017273188
114    .017139435  -8.790290666666666   -.13296938  6.61528580603723  -.009062767    .08864713
115     .04496288   5.500527566666666  -.069060326  6.01646611779607    .06791592   -.03344822
116    -.04605198            15.59104    .25841665  4.69425571340333   -.05028057   .016834259
117    .008478165  13.602316466666666    .08156276  4.67800729040098    .02255535     .0415448
118     .01911831  2.1667307900000004   -.05910301  4.51807228915663  -.024207115   .004276037
119     .02155781  14.136153666666667   .072547674  4.30107526881723    .07222748  -.027472496
120  -.0012311935  13.700408666666668    .03893995  4.36578171091446   -.02434349   -.04696953
121   -.003965378  -6.543706466666666   -.20725727  3.83052814857803  -.025891304  -.006798387
122    -.03584957 -20.250679666666667     .4835284  3.80403458213255  -.011367798   -.05305231
123     .02464962  -8.576893003333334     .1891837    4.524627720504     .0831728   -.04859436
124    .000743866   9.022044406666666    -.4457831  3.90050876201245    -.0319252   .018657684
125   -.023163795  13.382336333333333   -.07966495  3.80100614868644   .013855934    .12299943
126    .015841484   5.221383433333333    .05793595  3.49805663520268  -.028817177   .008721352
127    .011842728           8.4833935   .022568226  2.57534246575342    .06528664  -.063886166
128   -.005056381          -9.1815819    -.1264615  2.33949945593033    .00262928  -.005768895
129    -.01706028 -19.907728666666667     .1171906   2.4232633279483  -.030332565  -.006651998
130    .005515099  -32.55594233333333   .015793324  2.30686695278971   .008387566   -.08576798
131    .014642715 -20.428037666666665   -.05341005  2.24358974358973    .05217743    .09891403
132  -.0008001328  -8.793030700000001   -.05233955  2.60499734183944   -.03020191    .08356285
133   -.017170906  4.2965170666666666 .00018525124  2.41850683491062  -.012756348   -.01551175
134    .006093025  -6.222860533333333      -.10499  2.14997378080752   .016050339    .05739963
135    .009690285 -13.556194533333333   -.07940865  1.98537095088822     .0934496    .01007378
136     .00741005 -23.626597333333333   -.07587433   1.2435233160622   -.04366684   .015948415
137  -.0029649734         -8.37051217    .15959454  .975359342915802    .00847435  -.031848192
138   .0015182495 -1.6039786999999996    .04682732  1.54004106776183   -.02486992   -.05193007
139    .017782211  23.068966333333332  -.026546717  1.74180327868853    .09761047  -.016186953
140  -.0010061264  31.917483333333337   .036661625  2.66120777891503   -.02917862  -.032115936
141    .003125191   36.41205033333333    .05387354  2.69445856634468  -.031635284   -.04464781
142     .00968361  29.452066666666667    -.1004212   2.3255813953488    .02602291   .010604978
143    .003537178   9.859649666666668   .032122374  2.16515609264855    .07105446 -.0038758516
144    .007936478 -3.9989844666666663     .0757897  .897308075772663  -.011328697    .02155018
145 -.00010108948  -9.716630499999999    .06210089  .990099009900991  -.030052185   .018499613
146     .00338459  -34.44321300000001     .0570159  1.38339920948619   .029580116   -.01876986
147    .016378403 -12.624126133333334    .11149788  1.77427304090683    .04030895   .003127813
148    .010835648          -4.8125161   -.08976126  3.06324110671939  -.017730713     .0299412
149   -.000919342 -15.160078333333333   -.13125277  2.69607843137256    .03354168    .06529093
150    .006411552          -15.143239    .00897336  2.29044834307992  -.025523186    .05278087
151    .013442993 -18.731099999999998   .009778738  2.22760290556901     .0763483   -.04578638
152    .018574715  -35.81994366666667   -.28532577  2.15723873441995   -.01279831    .05636358
153   -.007968903  -46.57734100000001  -.064397335   2.2434367541766   -.02697754  -.003437281
154   -.016814232           -59.66092  -.021053314  2.28680323963794   -.02005291    .01630497
155    .005273819  -49.17695533333333   -.09287786  2.32117479867363    .06525898  -.019602537
156    .007332802  -56.07041733333333  -.017594099  2.25246363209761   -.02033615   .022954226
157   -.030688286 -42.895834666666666     .3197281  2.47432306255837  -.023492813   .017477036
158    .010526657  -36.91814933333333     .2431948  2.04937121564973   .013630867   .005753994
159    .003252983          -13.267707    .15230894  2.68518518518515    .07452679   .006227255
160     .01356125  -5.286501533333333    .11157179  2.89123451124368 -.0006017685    .04070139
161     .01726532   4.948936066666667   .005619764  2.91571753986331    -.0603199    .06567001
162    .017752647   6.775513666666666    .11014366  3.42309447740759   .008555412   .019916296
163     .00973606   8.435973533333334  -.007164478  3.11091073038775    .06538296   .032980442
164   -.011986732  -2.792858986666667   -.12935114  3.52363960749332  -.005785942   -.04024959
165    -.02381325          -9.4281721   .024876595  3.93979637007527   -.04561424   .032016277
166    .009342194  -40.64816866666667   -.05828905   2.5595763459841   .010370255  -.020018816
167   -.003803253 -57.250793666666674   -.26657724   2.0113686051596    .06894302  -.010724306
168   -.013516426  -45.27946333333333     .0800693   1.0340370529944   -.04633999  .0009560585
169   -.004775047 -40.545537333333336     .1861112  .468483816013621    .02115917   -.08499837
170    .008533478  -38.74795833333334   .066512346  1.41996557659209   -.03976345   -.08406281
171    .018037796          -4.0900479  -.007452488  2.22888984140592    .07687569   -.02767825
172    .008569717          10.6210139     .1587529  4.60554371002131   -.02139473   -.03637564
173   -.006990433   32.22018033333333   -.16814756  2.24671470962272   -.04574585  -.006904006
174   .0085430145   39.52709866666667     .0691607  1.90920661858297   .011060715    .04578185
175    .029878616  102.57146666666665    .03383112  1.21593291404613   .064902306     -.058622
176    .009285927           121.67917    .09015703 -1.42682429677945   .014725685  -.001775503
177    .002621651           83.438888    .10330415  .829187396351576   -.03930473  -.006779671
178    .013513565           94.319298    .12952352  1.20732722731057  -.018507004 .00048577785
179    .005133629  117.48598333333335    .05228329  1.24275062137531    .08005524    -.0803665
end
format %tq quarter
Hi guys, I'm a little confused with the estimation of the var model. Basically, I did the ADF, DF-GLS and Phillips-Perron tests to check for stationarity of the variables and found only two variables in my var model to be stationary (i.e. lrea - log of real economic activity index & inf - inflation rate (%)).The rest of the variables are first differenced in order to induce stationarity. However, in doing so, expectedly, I have different number of observations for my my differenced variables and the ones that are non-differenced. How do remove the last observation for the undifferenced variables (lrea and inf)


summarize Dlprod lrea Dlop Dlrgdp inf Dlexc