Stata 11 is of course going to feature the often demanded "figure this shit out" or ftso command. Simply type the command: ftso 'depvar' and it will give you the results you need in order to answer your research question! If you have time-series cross-sectional data, or if you have no clue what kind of data you have, but want it to look more sophisticated anyways, you should use xtftso.
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