st: re: error in my loop

[Kit Baum <kitbaum@mac.com>]

An easier way to do what Stephanie is trying to do avoids having to  
store and unstore variables in matrices by storing the weighting  
coefficients as local macros rather than vectors:

local d3 0.1942  0.2809  0.3832 -0.8582
egen FpriceAlt = filter(price), lags(0/-3) coef(`d3')
su F*

This uses -filter()- from the egenmore package (findit egenmore).  It  
could be easily 'motorized' per my last example to operate
over a number of variables and filter lengths.

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


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