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Re: st: RE: looping when i jumps


From   Rashmi Shankar <rashmi@brandeis.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: looping when i jumps
Date   Tue, 28 Jun 2005 10:20:03 -0400

*granger causality


set more off
tsset cnum obs_number , format(%tq)

local vari  "lnpetrol lnchinaimp"
foreach y of num 1/56 {
foreach x of local vari {
disp `y'
var bp_level `x' if cnum==`y' , lags(1/4)
vargranger
}
}

**1st differenced
foreach y of num 1/56 {
foreach x of local vari {
gen d`x' = `x'-`x'[_n-1]
disp `y'
var dbp_level d`x' if cnum==`y' , lags(1/4)
vargranger
drop d`x'
}
}
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