Dear Neil,
thanks for your answer. You are right, the subject is wrong. I apologize.
The interesting was that the looping works fine with Stata 9.2.
The first output really was of the version 9.2. You can see again my
second output that shows "Note: N=Obs used in calculating BIC; see
[R] BIC note" too. I saw the message but didn´t pay attention.
That was exactly what I want.
Best Regards,
Joao Lima
2008/11/17 Neil Shephard <[email protected]>:
> Your title indicated -foreach- but your actually using -forval- and the
> problem isn't related to doing things in a loop.
>
> Joao Ricardo F. Lima wrote:
>> How you can see, the estat ic is repeated in each looping...
>>
>> Can someone reproduce my problem and explain what am I doing wrong?
>>
>> Thanks a lot
>>
>>
>
> It looks to me like you copied and pasted the output from 9.2 in both
> instances. When I ran the code in Stata 10.1 (Born 11 Aug 2008) there
> was a note at the bottom of the tables output by -estat-....
>
> Note: N=Obs used in calculating BIC; see [R] BIC note
>
> On reading this your problem became clearer and looking at the tables
> again I notied that the Obs reported by -estat- did not match those
> reported by -dfuller-, so I took the advice given in that note and used
> thesample sizes estaimted by -dfuller- when calling -estat-...
>
> webuse air2, clear
> forvalues i=1/3 {
> dfuller air, lags(`i')
> estat ic, n(`r(N)')
> }
>
> ...is this what you were expecting (output below)?
>
> Neil
>
> Augmented Dickey-Fuller test for unit root Number of obs
> = 142
>
> ---------- Interpolated Dickey-Fuller
> ---------
> Test 1% Critical 5% Critical 10%
> Critical
> Statistic Value Value Value
> ------------------------------------------------------------------------------
> Z(t) -2.345 -3.496 -2.887
> -2.577
> ------------------------------------------------------------------------------
> MacKinnon approximate p-value for Z(t) = 0.1579
>
> -----------------------------------------------------------------------------
> Model | Obs ll(null) ll(model) df
> AIC BIC
> -------------+---------------------------------------------------------------
> . | 142 . -1285.563 20 2611.125
> 2670.242
> -----------------------------------------------------------------------------
> Note: N=142 used in calculating BIC
>
> Augmented Dickey-Fuller test for unit root Number of obs
> = 141
>
> ---------- Interpolated Dickey-Fuller
> ---------
> Test 1% Critical 5% Critical 10%
> Critical
> Statistic Value Value Value
> ------------------------------------------------------------------------------
> Z(t) -1.811 -3.496 -2.887
> -2.577
> ------------------------------------------------------------------------------
> MacKinnon approximate p-value for Z(t) = 0.3751
>
> -----------------------------------------------------------------------------
> Model | Obs ll(null) ll(model) df
> AIC BIC
> -------------+---------------------------------------------------------------
> . | 141 . -1285.563 20 2611.125
> 2670.1
> -----------------------------------------------------------------------------
> Note: N=141 used in calculating BIC
>
> Augmented Dickey-Fuller test for unit root Number of obs
> = 140
>
> ---------- Interpolated Dickey-Fuller
> ---------
> Test 1% Critical 5% Critical 10%
> Critical
> Statistic Value Value Value
> ------------------------------------------------------------------------------
> Z(t) -1.536 -3.497 -2.887
> -2.577
> ------------------------------------------------------------------------------
> MacKinnon approximate p-value for Z(t) = 0.5158
>
> -----------------------------------------------------------------------------
> Model | Obs ll(null) ll(model) df
> AIC BIC
> -------------+---------------------------------------------------------------
> . | 140 . -1285.563 20 2611.125
> 2669.958
> -----------------------------------------------------------------------------
> Note: N=140 used in calculating BIC
>
>
> --
> "We should make things as simple as possible, but not simpler" - Anon (not Albert Einstein)
>
>
> ***********************************************************************
> This message may contain confidential and privileged information.
> If you are not the intended recipient you should not disclose, copy
> or distribute information in this e-mail or take any action in reliance
> on its contents. To do so is strictly prohibited and may be unlawful.
> Please inform the sender that this message has gone astray before
> deleting it. Thank you.
>
> 2008 marks the 60th anniversary of the NHS. It's an opportunity to pay
> tribute to the NHS staff and volunteers who help shape the service, and
> celebrate their achievements.
>
> If you work for the NHS and would like an NHSmail email account, go
> to: www.connectingforhealth.nhs.uk/nhsmail
> ***********************************************************************
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
