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st: Re: simple forvalues question

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: simple forvalues question
Date   Sun, 16 Dec 2007 06:36:59 -0500

simple answer: there is no maxlags() option. From -help varsoc-,

maxlag(#) set maximum lag order to #; default is maxlag(4)

Leave off the s and it should work!

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

On Dec 16, 2007, at 2:33 AM, statalist-digest wrote:

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'
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