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st: simple forvalues question
Hi,
I would like to test the number of lags needed in a panel data set.
Therefore, I use varsoc to test the number of lags for each time series.
But I would like to increase the number of max lags. How can I use this
as an option in the following code? Because the following does not work,
due to: , maxlags(8)
forvalues i=1/108 {
display "Calc number of lags pstrmon for CUSIP" `i'
varsoc pstrmon, maxlags(8) if cusip == `i'
more
}
Thanks to Scott for pointing me to the panel unit root article,
http://www.stata.com/statalist/archive/2005-01/msg00430.html
kind regards,
Marck Bulter
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