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arimitramaiti/a5_statacode_adfTest

Created October 2, 2020 15:38
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a5_statacode_adfTest
#Used to format the Time column as Quarterly
gen quarterly_date = qofd(Time)
format quarterly_date %tq
#Set the time attribute, this is critical before proceeding further
tsset quarterly_date, quarterly
##The next 4 lines are for DF test or ADF test at lag=0
dfuller GDP_pc, trend regress lags(0)
dfuller GDP_GWR, trend regress lags(0)
dfuller Consumption, trend regress lags(0)
dfuller C_GWR, trend regress lags(0)
##The next 4 lines are for ADF test at lags greater than 0
dfuller GDP_pc, trend regress lags(4)
dfuller GDP_GWR, trend regress lags(4)
dfuller Consumption, trend regress lags(4)
dfuller C_GWR, trend regress lags(4)
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