pperron.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 07mar2005}{...}
{cmd:help pperron}{right:dialog:  {bf:{dialog pperron}}}
{hline}

{title:Title}

{p2colset 5 21 23 2}{...}
{p2col:{hi:[TS] pperron} {hline 2}}Phillips-Perron unit-root test{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 16 2}
{cmd:pperron}
{varname}
{ifin}
[{cmd:,} {it:options}]

{synoptset 14 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Main}
{synopt:{opt noc:onstant}}suppress constant term {p_end}
{synopt:{opt tr:end}}include trend term in regression {p_end}
{synopt:{opt reg:ress}}display regression table {p_end}
{synopt:{opt l:ags(#)}}use {it:#} Newey-West lags{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}
You must {helpb tsset} your data before using {opt pperron}.{p_end}
{p 4 6 2}
{it:varname} may contain time-series operators; see {help tsvarlist}.
{p_end}


{title:Description}

{pstd}
{opt pperron} performs the Phillips-Perron test that a variable has a unit
root.  The null hypothesis is that the variable contains a unit root, and the
alternative is that the variable was generated by a stationary process.
{opt pperron} uses Newey-West standard errors to account for serial
correlation, while the augmented Dickey-Fuller test implemented in
{helpb dfuller} uses additional lags of the first-difference variable.


{title:Options}

{dlgtab:Main}

{phang}
{opt noconstant} suppresses the constant term (intercept) in the model.

{phang}
{opt trend} specifies that a trend term be included in the associated
    regression.  This option may not be specified if {opt noconstant} is
    specified.

{phang}
{opt regress} specifies that the associated regression table appear
    in the output.  By default, the regression table is not produced.

{phang}
{opt lags(#)} specifies the number of Newey-West lags to
    use in calculating the standard error.  The default is to use
    int{4(T/100)^(2/9)} lags.


{title:Examples}

{phang}{cmd:. pperron gnp}

{phang}{cmd:. pperron gnp, lags(5) trend regress}


{title:Also see}

{psee}
Manual:  {bf:[TS] pperron}

{psee}
Online:  {helpb dfgls}, {helpb dfuller}, {helpb tsset}
{p_end}