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I am using zivot procedure for testing for a unit root. It gives some results but also reports one observation missing/skipped. Is this a problem? I checked my original excel data file, couldn't find any mistake. Converted the excel file into a RATs data file. Still get the same report about skipped/missing observation. Could anybody please help with advice on what to look at?
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If you do
@zivot(max=4,lagmethod=aic) logcangdp 1981:1 end of data
when the data actually starts in 1981:1, the linreg output (which really shouldn't be there; the print rather than noprint is an oversight) will show one skipped/missing data point because 1981:1 doesn't allow for the one lag needed for a model with no added lags. If you adjust the start period up by one, you'll get exactly the same results.
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