Sunday, December 20, 2020

dfuller - no observations r(2000) and gaps in time serie.

Hi all,

I'm getting the error above, no observations r(2000) for the ADF test.

Maybe it is because I'm using hourly data, but haven't tsset it the right way?
I have data like this: 01jan2016 00:00:00 and the next being 01jan2016 01:00:00.

Furthermore, where can I see which data im missing?

I use the following commands:
gen double Dato_1 = clock(dato, "DMY hm")
format *1 %23.0f
format *1 %tc
tsset Dato_1
tsset

tsline spanien
dfuller spanien, regress lags(1) trend

Output for tsset:
time variable: Dato_1, 01jan2016 00:00:00 to 03dec2020 17:00:00
but with gaps
delta: .001 seconds


Hope it makes sense, thanks in advance.

Kind regards Christian

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