Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

re:st: How to Do Significance Test for Each Group of Lags in Each VAR


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   re:st: How to Do Significance Test for Each Group of Lags in Each VAR
Date   Sun, 16 May 2010 09:03:50 -0400

<>

webuse lutkepohl2 ,clear
qui var ln_inv ln_inc ln_consump,lag(1/4)
forv i=1/4 {
	testparm (L`i'.ln_inv L`i'.ln_inc L`i'.ln_consump)
}

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index