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st: Help with varsoc and var


From   <mamunk@sacredheart.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Help with varsoc and var
Date   Wed, 18 Jan 2006 23:16:43 -0500

Hello,

Background of the problem:
I want to use "varsoc" command to select the lag size first and then use the lag# to "var" command. It can easily be done by looking at the results of "varsoc" command and the pick the lag# for the "var" command. But I need to do it for over 1000 times. So, I am writing a loop.

The problem:
Picking the lowest lag from the results of "varsoc" command while writing a loop. Is there anyway to save or store the varsoc results so that I can pick the lowest lag (say according to AIC or SBIC) from those saved results?

Thanks.


Khawaja A. Mamun
Assistant Professor
Department of Economics and Finance
Sacred Heart University
RH # 256A
5151 Park Ave.
Fairfield, CT 06825
Phone: (203) 371 7857
Email: mamunk@sacredheart.edu

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