Dear Statalisters,
I am trying to write a program that will compute Pr(T>t) after running -dfgls-. It looks like this:
capture program drop get_dfglsResults;
program get_dfglsResults, rclass;
version 9;
local optlag = r(maiclag);
matrix r = r(results);
local T = r[`optlag', 5];
local df = r(N) - `optlag';
return scalar p = ttail(`df', `T');
end;
The problem is that the results of dfgls for each lag are listed in reverse order (i.e., results for lag m are listed first and results for lag 1 are listed last). So, the line "local T = r[`optlag', 5]" does not grab the right row. Can I flip the matrix r around so (or re-sort the rows) so that the first row corresponds to the results for lag 1 and the row m corresponds to results for lag m? Or is there perhaps a better way to approach this?
Thanks,
Danielle
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