for (i in 3:n )
{
y<- data.frame(split(Panel_data2[,i], Panel_data2[,1]))
p<-purtest(y, data = Panel_data2, index = c("Country", "Year"), test = "levinlin", exo = "intercept",lags = "AIC", pmax = 5 )
print(summary(p))
}
My data has columns country Year X1 X2 X3 X4 X5... can anyone suggest a loop for purtest function in R for every X variable in data? Also I need to store pvalues in a dataframe for every i. can anyone tell me how to store p.value ?
Perhaps, the question needs to be framed better, with more information and a specific example, including packages used etc; for a broader set of responses. With some assumptions and generalizations, the code below provides a solution which could help provide a schema for your problem
> ################################## First a working example without a loop
> # install.packages("plm",dependencies = T)
> # library(plm)
> Panel_data2 <- data.frame(cbind("labels" = sort(rep(1:4,40)),"dollars"=rnorm(160,25,250), "Year" = sort(rep(2017:2020,40))))
> head(Panel_data2)
labels dollars Year
1 1 293.6016 2017
2 1 516.3135 2017
3 1 170.5544 2017
4 1 205.5305 2017
5 1 248.6401 2017
6 1 -188.5928 2017
> attach(Panel_data2)
>
> y<- data.frame(split(Panel_data2$dollars, Panel_data2$labels)); head(y)
X1 X2 X3 X4
1 293.6016 27.5932 -52.57139 78.55826
2 516.3135 355.9428 433.23976 -13.51502
3 170.5544 -262.3336 116.67886 108.29120
4 205.5305 148.8820 197.29201 144.51237
5 248.6401 91.8486 -286.50322 -440.58928
6 -188.5928 -177.1045 -58.59861 -204.75904
> p <-purtest(y, test = "levinlin", exo = "intercept", pmax = 5 )
> print(summary(p))
Levin-Lin-Chu Unit-Root Test
Exogenous variables: Individual Intercepts
Automatic selection of lags using SIC: 0 - 0 lags (max: 5)
statistic: -9.218
p-value: 0
lags obs rho trho p.trho sigma2ST sigma2LT
X1 0 39 -0.6857451 -4.497054 1.941968e-04 59414.60 17161.44
X2 0 39 -0.9768774 -6.092917 7.136768e-08 74860.31 13564.22
X3 0 39 -0.9343773 -5.742247 4.870200e-07 76580.26 17761.72
X4 0 39 -0.9961292 -6.028172 1.024591e-07 77668.78 18582.06
> ############################## Next - the for loop in case you have $dollar1, $dollar2 .... variables in your data
>
> Panel_data2 <- data.frame(cbind("labels" = sort(rep(1:4,40)),"dollars"=rnorm(160,25,250), "dollars1"=rnorm(160,35,250),"dollars2"=rnorm(160,45,250),"dollars3"=rnorm(160,55,250), "Year" = sort(rep(2017:2020,40))))
> head(Panel_data2)
labels dollars dollars1 dollars2 dollars3 Year
1 1 183.33632 -109.76355 -58.30790 445.0653 2017
2 1 356.35553 -136.47802 -513.38200 494.9800 2017
3 1 78.89656 414.43767 310.95509 58.0294 2017
4 1 -141.81512 91.29213 -259.55993 -119.4564 2017
5 1 217.52874 -26.80482 28.13365 -189.5662 2017
6 1 -459.09774 443.19261 -38.53635 -353.5045 2017
> for (i in 2:5)
+ {
+ y<- data.frame(split(Panel_data2[,i], Panel_data2$labels))
+ p<-purtest(y, test = "levinlin", exo = "intercept",lags = "AIC", pmax = 5 )
+ print(summary(p))
+ }
Levin-Lin-Chu Unit-Root Test
Exogenous variables: Individual Intercepts
Automatic selection of lags using AIC: 0 - 1 lags (max: 5)
statistic: -11.815
p-value: 0
lags obs rho trho p.trho sigma2ST sigma2LT
X1 0 39 -1.227784 -7.911474 9.068620e-13 55467.25 10902.43
X2 1 38 -1.041559 -4.881167 3.551036e-05 49193.85 9277.71
X3 1 38 -1.280364 -6.439673 9.770737e-09 68091.36 14546.49
X4 0 39 -1.242060 -7.692819 3.885717e-12 38042.81 14252.99
Levin-Lin-Chu Unit-Root Test
Exogenous variables: Individual Intercepts
Automatic selection of lags using AIC: 0 - 4 lags (max: 5)
statistic: -9.8
p-value: 0
lags obs rho trho p.trho sigma2ST sigma2LT
X1 0 39 -1.081057 -6.800597 1.129773e-09 50890.60 9452.008
X2 4 35 -2.373316 -4.164677 7.539689e-04 51177.70 18085.713
X3 0 39 -1.007441 -7.178139 1.083001e-10 66201.79 33540.675
X4 0 39 -1.084036 -6.740021 1.632406e-09 79013.62 20016.329
Levin-Lin-Chu Unit-Root Test
Exogenous variables: Individual Intercepts
Automatic selection of lags using AIC: 0 - 0 lags (max: 5)
statistic: -11.383
p-value: 0
lags obs rho trho p.trho sigma2ST sigma2LT
X1 0 39 -1.097077 -6.871547 7.319843e-10 55618.32 10404.55
X2 0 39 -1.114177 -7.007343 3.161973e-10 56703.83 13260.77
X3 0 39 -1.039392 -6.014202 1.107282e-07 69945.04 18604.49
X4 0 39 -1.019252 -6.046148 9.270029e-08 61122.55 14540.71
Levin-Lin-Chu Unit-Root Test
Exogenous variables: Individual Intercepts
Automatic selection of lags using AIC: 0 - 1 lags (max: 5)
statistic: -9.446
p-value: 0
lags obs rho trho p.trho sigma2ST sigma2LT
X1 0 39 -0.9517744 -6.056751 8.737652e-08 76139.52 20165.591
X2 0 39 -1.0317893 -6.410946 1.155769e-08 56768.27 9879.229
X3 0 39 -0.9278345 -5.800193 3.569186e-07 55170.62 12648.129
X4 1 38 -0.8104566 -4.445363 2.414433e-04 67342.52 21040.110
> #############################