Am 21.10.2020 um 11:24 schrieb Fred Engst:
However, my purpose is to see the distribution of the panel adf test, but in
panel adf, I can’t retrieve the test statistics, nor the p-value of the test
using $pvalue or $test.
This should probably be fixed (made available after the command).
On Oct 21, 2020, at 2:29 PM, Fred Engst <engst.u...@gmail.com> wrote:
Hi all,
I need an efficient means to simulate a lot of autoregressive panel data, but
have not been able to do it without a lot of trouble.
Not sure what "trouble" means here. I think in a panel dataset the
autoregressive simulations work just like in a single time-series,
automatically unit-per-unit. (As in Jack's example.)
cheers
sven
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