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Re: st: sroot user written pgm
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: sroot user written pgm
Date
Mon, 4 Nov 2013 12:52:08 +0000
Second -preserve- should be -restore-.
Nick
[email protected]
On 4 November 2013 10:57, Nick Cox <[email protected]> wrote:
> You are asked in the Statalist FAQ (a) to explain where user-written
> programs you refer to come from (b) not to send attachments to the
> list.
>
> With your data, -tsset gvkey obsno, quarterly- fails because -gvkey- is string.
>
> You would be better using a proper quarterly date:
>
> gen date = yq(year, fqtr)
> tsset id date
>
> But your main problem appears to be that -sroot- (SJ) does not support
> -if- correctly. You should contact the author.
>
> A work around is this:
>
> egen id = group(gvkey), label
> gen date = yq(year, fqtr)
> tsset id date
>
> su id, meanonly
>
> forval i = 1/`r(max)' {
> preserve
> keep if id == `i'
> sroot fcf
> preserve
> }
>
> Nick
> [email protected]
>
>
> On 4 November 2013 03:28, Francis, Richard N <[email protected]> wrote:
>
>> Anyone know if a user written program such as "sroot" (seasonal unit root test) is capable of looping such that the program tests the time series for each subject in the sample?
>>
>> I attached a sample with three subjects, 60 obs each.
>>
>> Then used the following pgm:
>>
>> tsset gvkey obsno, quarterly
>>
>> egen id = group(gvkey)
>> su id, meanonly
>>
>> foreach i of num 1/`r(max)' {
>> sroot fcf if id == `i'
>> }
>>
>> Program runs, but pools the subjects rather than test them individually.
>>
>> I am grateful for any ideas here.
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