RE: st: RE: RE: feeding optimal lag lengths in levinlin andipshinwithin a loop

["Nick Cox" <n.j.cox@durham.ac.uk>]

You would need to blank out the macro 
once in each loop: 

foreach k of varlist netprem disclm elr solv {
 	preserve
 	keep if variable == "`k'"
	local lags 
 	forvalues x = 1/19 {
 		sum lagrawnotrend if comcode == `x', mean
 		local lags "`lags' `r(mean)'" 
 	}
 	levinlin `k', lags(`lags')
 	restore 
}

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