Re: st: SROOT program - test seasonal unit root

[Nick Cox <njcoxstata@gmail.com>]

The problem lies in your -foreach- loop which executes -sroot- just
once, as you do not specify otherwise.

You should try something like

egen id = group(gvkey1)
su group, meanonly

forval i = 1/`r(max)' {
     sroot fcf if id == `i'
}

See also

http://www.stata.com/support/faqs/data-management/try-all-values-with-foreach/

(Spelling is Stata!)

Nick
njcoxstata@gmail.com


On 30 October 2013 01:07, Francis, Richard N <rnfrancis@utep.edu> wrote:
> 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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