In addition, your -if- is in the wrong place.
varsoc pstrmon, maxlags(8) if cusip == `i'
should be
varsoc pstrmon if cusip == `i', maxlags(8)
or
varsoc pstrmon, maxlags(8), if cusip == `i'
Nick
[email protected]
Kit Baum
simple answer: there is no maxlags() option. From -help varsoc-,
Main
maxlag(#) set maximum lag order to #;
default is maxlag(4)
Leave off the s and it should work!
> I would like to test the number of lags needed in a panel data set.
> Therefore, I use varsoc to test the number of lags for each time
> series.
> But I would like to increase the number of max lags. How can I use
> this
> as an option in the following code? Because the following does not
> work,
> due to: , maxlags(8)
>
> forvalues i=1/108 {
> display "Calc number of lags pstrmon for CUSIP" `i'
> varsoc pstrmon, maxlags(8) if cusip == `i'
> more
> }
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