library(tseries)
set.seed(123)
result <- NULL
for (i in 1:1000) {
n_entities <- 5
n_years <- 10
id <- rep(1:n_entities, each = n_years)
year <- rep(2000:2009, times = n_entities)
value <- cumsum(rnorm(n_entities * n_years))
data <- data.frame(id = id, Year = year, Value = value)
result [i] = adf.test(data$Value)$statistic
}
I want to generate a panel data sets with 5 units and 10 observations in r and get the test statistics. However, my problem here is to do this process 1000 times. For each id I need to restart the cumsum argument again for randomness. I want to create 1000 random data sets by providing randomness in each unit separately and apply adf.test to them 1000 times. Does anyone have any ideas?
I tried to edit it with different codes, but I realized that the data set does not get the cumulative sum for each unit (n_entities) again. I need to generate a cumulative random data set for each unit in turn, rather than setting the size and filling it with data.