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st: AW: Storing test statistics from dfuller output
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: AW: Storing test statistics from dfuller output
Date
Sun, 4 Jul 2010 21:17:39 +0200
<>
You can have -statsby- record the results for you:
*************
webuse air2, clear
gen byte myranges=irecode(time, 1948, 1953, 1957, 1961)
statsby r(Zt), by(myranges) clear : dfuller air, lags(3)
l
*check results
webuse air2, clear
gen byte myranges=irecode(time, 1948, 1953, 1957, 1961)
forv i=1/3{
dfuller air, lags(3), if myranges== `i'
}
*************
See NJC`s http://www.stata-journal.com/article.html?article=gr0045
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Dani Tilley
Gesendet: Sonntag, 4. Juli 2010 19:33
An: [email protected]
Betreff: st: Storing test statistics from dfuller output
Hi,
I need to run -dfuller- tests on several countries and collect the test
statistic from each, store it, and compute its mean (or possibly divide by a
scalar). I tried the following but didn't get what I was looking for.
quietly levelsof(country)
gen pm=.
foreach a in `r(levels)' {
quietly dfuller cpi if country==`a', lags(3)
replace pm = r(Zt) if country==`a'
}
Any help would be appreciated.
Thanks,
DF Tilley
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