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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: AW: Storing test statistics from dfuller output |

Date |
Sun, 4 Jul 2010 22:10:57 +0200 |

<> BTW, surprisingly, your -quietly levelsof(country)- does not induce Stata to scream "Syntax error"! Turns out you can use this syntax in many other cases: ************* sysuse auto, clear reg(price) weight length su(weight) su(weight length) ************* For the calculation of the mean of the results, which you said you wanted, you should amend my approach to include the # of cases for a weighted calculation: ************* webuse air2, clear gen byte myranges=irecode(time, 1948, 1953, 1957, 1961) statsby r(Zt) r(N), by(myranges) clear : dfuller air, lags(3) summ _stat_1 [fweight = _stat_2], mean di in r "Mean: " r(mean) ************* I am not quite sure what was wrong with your code, btw, it seems to work with my example: ************* webuse air2, clear gen byte myranges=irecode(time, 1948, 1953, 1957, 1961) quietly levelsof(myranges) gen pm=. foreach a in `r(levels)' { dfuller air if myranges==`a', lags(3) replace pm = r(Zt) if myranges==`a' } //compute the mean su pm, mean di in r "Mean: " r(mean) ************* You may want to note the subtle difference that for -myranges==1-, you have 49 observations, while -dfuller- uses only 45, and my -statsby- approach faithfully records that number, hence the slight difference in the means calculated at the end of each code. HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Dani Tilley Gesendet: Sonntag, 4. Juli 2010 19:33 An: statalist@hsphsun2.harvard.edu Betreff: st: Storing test statistics from dfuller output Hi, I need to run -dfuller- tests on several countries and collect the test statistic from each, store it, and compute its mean (or possibly divide by a scalar). I tried the following but didn't get what I was looking for. quietly levelsof(country) gen pm=. foreach a in `r(levels)' { quietly dfuller cpi if country==`a', lags(3) replace pm = r(Zt) if country==`a' } Any help would be appreciated. Thanks, DF Tilley * * 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/ * * 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/

**Follow-Ups**:**st: RE: AW: Storing test statistics from dfuller output***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**References**:**st: Storing test statistics from dfuller output***From:*Dani Tilley <tilleydani@yahoo.com>

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