My work is on panel data with 63 observations. Every time I apply unit root test on my data then the dialogue box appears:
"error unable to compute any result with selected option"
Why does this appear and what is its solution?
Hi Sehar!
What kind of software are you using? Could you show me your code? If you are using R, there are a lot of functions for unit root root test. pp.test, adf.test, kpss and so on.
I had the same experience when using Eviews for thisr, and I guess the problem was missing values in my sample (indeed, I guess, but I'm not certain so dont you trust me, that u cannot made this test with a missing value in the cross-sections series). I cannot recall if did the test on Stata too or if I replaced the unbalanced series on the sample.
I think that if the data has many missing, you should use tsfill command.
This command can use the program STATA, and this command can change unbalanced data to balanced data.
and then you should try to unit root test. maybe, other prof also said that unit root test has a lot of options, so you should check the option..
please provide the exact formulation of the estimation command. if there is a problem with "selected options", and nobody knows what options you have selected, it will be difficult to give you any comments that make sense.
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