st: How to find the best transformation for each variable in 120 periods

[Xixi Lin <winnielxx@gmail.com>]

Hi,

I am trying to find the best transformation for each variable in 120
periods. I know that command ladder gives the following result:
Transformation		formula		chi2(2)		P(chi2)	
cubic		                Return^3		.		.	
square		         Return^2		.		0.000	
identity		         Return		64.81		0.000	
square root		sqrt(Return)		.		.	
log		                 log(Return)		.		.	
1/(square root)		1/sqrt(Return)		.		.	
inverse		         1/Return		.		.	
1/square		        1/(Return^2)		.		.	
1/cubic		        1/(Return^3)		.		.	
	.	
 How can I write a loop to find the best transformation fit for each
variable in 120 periods if available?

Thanks for any help!

Best,
Xixi Lin
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/