Stata users,
I have a small problem that I am sure can be solved by you experts. I am running some dickey fuller test, and computing my own Akaike Information criteria or Scharwtz Information Criteria. I saved the results of these in a scalar.
I want to ask stata to create a variable that computes the minimum of the AIC or SIC and return the value in that variable, rather than me cheking it from the screen everytime. Can anybody help please? I am copying the loop file below.
local z "1 2 3 4 5 6"
foreach x of local z{
regress D.netpremmean L.netpremmean L`x'D.netpremmean
matrix b`x'=get(_b)
scalar AIC`x'=log(_result(4)/_result(1))+(colsof(b`x')/_result(1))*2
scalar SIC`x'=log(_result(4)/_result(1))+(colsof(b`x')/_result(1))*log(_result(1))
}
scalar list
So rather than calling scalar list and looking at the screen, I want a variable that stores the min of AIC and SIC so that I can see it in the data editor. I want to do that because at some point I would need to loop that over many series.
Please help.
many thanks
Dev
Dev Vencappa
School of Economics
University of Nottingham
University Park
Nottingham
NG7 2RD
U.K.
Tel : +44 (0)115 951 5608
Fax: +44 (0) 115 951 4159
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