ARDL model in STATA

#1
Hi to all,

I am also using the ARDL in my model. So I used the varsoc variable to determine the optimum lag for my variables, than I used the ADF to test whether my variables have a unit root or not and also I used the Zivot-Andrews test for structural breaks. Now I am struggling with the ardl itself. Can someone advise how to do the ardl? I used:

regress GDPD1 L1.GDPD1 L1.OPEN INF L1.POP L1.ED FDI L1.GOV L1.OPEND1 INFD1 L1.POPD1 L1.EDD1 FDID1 L1.GOVD1

and

ardl GDPD1 OPEND1 INFD1 POPD1 EDD1 FDID1 GOVD1, lags(1)

but for some reason when I add the variables at level and first difference it says to me that the variables are correlated and ardl cannot be completed.

I also conducted the Wald -test :

test _b[L1.OPEN]= _b[L1.INF] = _b[L1.POP]= _b[L1.ED]= _b[L1.FDI]= _b[L1.GOV] = 0

Any help will be appreciated and I can provide more details of my analysis if needed.

Thanks
Viki