On Mon, 31 Jan 2011, Henrique Andrade wrote: > I'm trying to perform several ADF tests and save the results (statistic + > p-value) inside a matrix. Please take a look at my script: > > <script> > open australia.gdt > list Variables = lpus iau2 lpau > scalar T = nelem(Variables) > > scalar lag = int(12*($nobs/100)^(1/4)) > > matrix ADF = zeros(nelem(Variables),2) > colnames(ADF, "estatistica p-valor") > rownames(ADF, "lpus iau2 lpau") > > loop foreach i Variables > loop j=1..T > adf lag $i --c --test-down > matrix ADF[$j,] = $test ~ $pvalue > endloop > endloop
Why are you using two loops? Conceptually, there's only one: loop foreach i Variables -q adf lag $i --c --test-down ADF[i,] = $test ~ $pvalue endloop You should use "$i" (and the like) _only_ when you need string substitution (as in the adf command): otherwise use plain "i" (as in matrix indexation) to get the numerical value. Allin Cottrell
