st: SROOT program - test seasonal unit root

["Francis, Richard N" <rnfrancis@utep.edu>]

Through the generosity of The STATA Journal, I was able to acquire a program which performs a test of seasonal unit roots (program name is sroot, v9 of The Stata Journal).

For a sample with one subject and say 60 obs, the program works like a dream!

However, my sample contains multiple subjects, so instead of executing the program separately for each subject, I attempted to use the "foreach" command/routine, and received the following:

foreach v in gvkey1 {
  2. sroot fcf
  3. }
sample may not include multiple panels

Obviously, the program was designed for the single subject in mind (and don't get me wrong, I am most grateful for the availability of the single subject program!).

My question is whether anyone may have a suggestion for working around the multiple panel problem.

I am a SAS user, who finds plenty of shortcomings with SAS, and finds many features of STATA to be pretty cool.

Thank you for any ideas you may have!!

Rick Francis


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