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st: simple forvalues question

From   Marck Bulter <[email protected]>
To   [email protected]
Subject   st: simple forvalues question
Date   Sun, 16 Dec 2007 05:17:33 +0100


I would like to test the number of lags needed in a panel data set. Therefore, I use varsoc to test the number of lags for each time series. But I would like to increase the number of max lags. How can I use this as an option in the following code? Because the following does not work, due to: , maxlags(8)

forvalues i=1/108 {
display "Calc number of lags pstrmon for CUSIP" `i'
varsoc pstrmon, maxlags(8) if cusip == `i'

Thanks to Scott for pointing me to the panel unit root article,

kind regards,
Marck Bulter

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