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st: Substituting an expression into an -IF- conditional statement


From   Jason Park <[email protected]>
To   [email protected]
Subject   st: Substituting an expression into an -IF- conditional statement
Date   Fri, 6 Dec 2013 22:41:18 +0800

Hi,

I'd like to split the data sample into (1) date <= 10, (2) date > 10 &
date <= 20, and (3) date > 20, and for each case, I need to run a VAR
command.
Of course, it can be run by submitting the following three lines separately:
var a b c if date <= 10, lags(1/2)
var a b c if date > 10 & date <= 20, lags(1/2)
var a b c if date > 20, lags(1/2)

But instead, I'd like to loop through them. Can I?

Thanks in advance,
J
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