[R] Question regarding panel data diagnostic

[amatoallah ouchen]

Good day R-listers,
I'm currently working on a panel data analysis (N=17, T=5), in order
to check for the spurious regression problem, i have to  test for
stationarity but i've read somewhere  that i needn't to test for it as
 my T<10 , what do you think? if yes  is there any other test  i have
to  perform in such case (a kind of cointegration test for small T?)

Any hint would be highly appreciated.

Ama.
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