st: Re: simple forvalues question

[Kit Baum <baum@bc.edu>]

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

    Main
      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
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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'
> more
> }
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