------------------------------------------------------------------------------------------------------------- * osa 1 . tsset Aasta Time variable: Aasta, 1997 to 2022 Delta: 1 unit * osa 2 . twoway (tsline TJ) * osa 3 . dfuller TJ, trend regress lags(2) Augmented Dickey–Fuller test for unit root Variable: TJ Number of obs = 23 Number of lags = 2 H0: Random walk with or without drift Dickey–Fuller Test -------- critical value --------- statistic 1% 5% 10% -------------------------------------------------------------- Z(t) -1.804 -4.380 -3.600 -3.240 -------------------------------------------------------------- MacKinnon approximate p-value for Z(t) = 0.7030. Regression table ------------------------------------------------------------------------------ D.TJ | Coefficient Std. err. t P>|t| [95% conf. interval] -------------+---------------------------------------------------------------- TJ | L1. | -.6342034 .3516269 -1.80 0.088 -1.372944 .1045373 LD. | -.1110919 .2902394 -0.38 0.706 -.7208622 .4986784 L2D. | -.1044675 .2463754 -0.42 0.677 -.6220831 .4131481 | _trend | .9331232 .5344385 1.75 0.098 -.1896905 2.055937 _cons | 423.8225 234.2546 1.81 0.087 -68.32826 915.9732 ------------------------------------------------------------------------------ . dfuller TJ, trend regress lags(1) Augmented Dickey–Fuller test for unit root Variable: TJ Number of obs = 24 Number of lags = 1 H0: Random walk with or without drift Dickey–Fuller Test -------- critical value --------- statistic 1% 5% 10% -------------------------------------------------------------- Z(t) -2.849 -4.380 -3.600 -3.240 -------------------------------------------------------------- MacKinnon approximate p-value for Z(t) = 0.1795. Regression table ------------------------------------------------------------------------------ D.TJ | Coefficient Std. err. t P>|t| [95% conf. interval] -------------+---------------------------------------------------------------- TJ | L1. | -.8042913 .2822926 -2.85 0.010 -1.393143 -.2154393 LD. | .0451027 .2326541 0.19 0.848 -.4402053 .5304107 | _trend | 1.246942 .446876 2.79 0.011 .3147755 2.179109 _cons | 535.2362 188.3297 2.84 0.010 142.3874 928.085 ------------------------------------------------------------------------------ . dfuller TJ, trend regress lags(0) Dickey–Fuller test for unit root Number of obs = 25 Variable: TJ Number of lags = 0 H0: Random walk with or without drift Dickey–Fuller Test -------- critical value --------- statistic 1% 5% 10% -------------------------------------------------------------- Z(t) -3.605 -4.380 -3.600 -3.240 -------------------------------------------------------------- MacKinnon approximate p-value for Z(t) = 0.0294. Regression table ------------------------------------------------------------------------------ D.TJ | Coefficient Std. err. t P>|t| [95% conf. interval] -------------+---------------------------------------------------------------- TJ | L1. | -.7588641 .2104851 -3.61 0.002 -1.195383 -.3223446 | _trend | 1.175674 .3452252 3.41 0.003 .4597208 1.891627 _cons | 505.2048 140.867 3.59 0.002 213.0644 797.3451 ------------------------------------------------------------------------------ . dfuller TJ, regress lags(0) Dickey–Fuller test for unit root Number of obs = 25 Variable: TJ Number of lags = 0 H0: Random walk without drift, d = 0 Dickey–Fuller Test -------- critical value --------- statistic 1% 5% 10% -------------------------------------------------------------- Z(t) -1.405 -3.750 -3.000 -2.630 -------------------------------------------------------------- MacKinnon approximate p-value for Z(t) = 0.5799. Regression table ------------------------------------------------------------------------------ D.TJ | Coefficient Std. err. t P>|t| [95% conf. interval] -------------+---------------------------------------------------------------- TJ | L1. | -.25344 .1803951 -1.40 0.173 -.6266156 .1197356 | _cons | 174.7482 123.4195 1.42 0.170 -80.5645 430.0609 ------------------------------------------------------------------------------ * osa 4 . pperron TJ, trend regress Phillips–Perron test for unit root Number of obs = 25 Variable: TJ Newey–West lags = 2 H0: Random walk with or without drift Dickey–Fuller Test -------- critical value --------- statistic 1% 5% 10% -------------------------------------------------------------- Z(rho) -19.084 -22.500 -17.900 -15.600 Z(t) -3.611 -4.380 -3.600 -3.240 -------------------------------------------------------------- MacKinnon approximate p-value for Z(t) = 0.0289. Regression table ------------------------------------------------------------------------------ TJ | Coefficient Std. err. t P>|t| [95% conf. interval] -------------+---------------------------------------------------------------- TJ | L1. | .2411359 .2104851 1.15 0.264 -.1953835 .6776554 | _trend | 1.175674 .3452252 3.41 0.003 .4597208 1.891627 _cons | 505.2048 140.867 3.59 0.002 213.0644 797.3451 ------------------------------------------------------------------------------ * osa 5 . ssc install kpss . help kpss . kpss TJ KPSS test for TJ Maxlag = 2 chosen by Schwert criterion Autocovariances weighted by Bartlett kernel Critical values for H0: TJ is trend stationary 10%: 0.119 5% : 0.146 2.5%: 0.176 1% : 0.216 Lag order Test statistic 0 .113 1 .0945 2 .089 * osa 6 . gen t= _n . regress TJ t Source | SS df MS Number of obs = 26 -------------+---------------------------------- F(1, 24) = 29.58 Model | 2524.29262 1 2524.29262 Prob > F = 0.0000 Residual | 2048.01199 24 85.333833 R-squared = 0.5521 -------------+---------------------------------- Adj R-squared = 0.5334 Total | 4572.30462 25 182.892185 Root MSE = 9.2376 ------------------------------------------------------------------------------ TJ | Coefficient Std. err. t P>|t| [95% conf. interval] -------------+---------------------------------------------------------------- t | 1.313778 .2415531 5.44 0.000 .8152366 1.812319 _cons | 667.6102 3.730413 178.96 0.000 659.911 675.3093 ------------------------------------------------------------------------------ -------------------------------------------------------------------------