I am trying to apply the second generation panel unit root tests (CIPS test) using function cipstest()
of package plm
in R.
I am getting this error:
Error in approx(nintv, cvals[nintl:ninth, tintl, i], n = max(nintv) - : need at least two non-NA values to interpolate.
There are no missing values in my data. Could you help me with this subject?
library("plm")
df1 <- pdata.frame(df, index = c("country", "year"), drop.index = TRUE)
cipstest(df1$AVA, lags = 2, type = "trend")