I would like to save the "drift" parameter of a Dickey-Fuller unit-root test, in order to export it with the help of "putexcel". With "drift parameter" I mean the regression constant of the estimated model.
As far as I see, it is not available under the "stored results" of "dfuller". It can however be displayed using the option "regress" in "dfuller". It is then displayed in a table and has the name "_cons". However "_cons" cannot be saved or exported.
Is there any possibility to save the "drift" parameter or would I have to manipulate the source code of "dfuller"?
Thanks for help!
Related Posts with How to save the "drift" parameter of a Dickey-Fuller unit-root test (dfuller)?
xtdpdgmm command - @SebastianKripfganzDear Dr. Kripfganz, Following your suggestions in the previous posts I decided to use xtdpdgmm comm…
Two stage Program: First stage is OLS and second is mlogit, error in calculating bootstrap standard errorsStata Code: program my2sls regress son_yrs_schooling ib(first).age_cohort father_yrs_schooling ib(l…
Unsignificant resultsMy name is Muhammad Rashid student of MS BA I have panel data for 10 years of 1600 companies when I …
Balanced panel?Hello everyone, I have a very simple question that I can't seem to work out an answer to. That is w…
mixed Command; Using Random Intercept as a Control variablHi. I am using mixed modeling for my multilevel data across countries, industries, and firms. I need…
Subscribe to:
Post Comments (Atom)
0 Response to How to save the "drift" parameter of a Dickey-Fuller unit-root test (dfuller)?
Post a Comment