Dear Statalister,
I`m with one problem using foreach with Stata 10.1. I was teaching
unit root test, I was demonstrating how to use the foreach command
too. The, the surprise:
***begin example****
webuse air2
forvalues i=1/3 {
dfuller air, lags(`i')
estat ic
}
***end example****
This works fine with Stata 9.2, but don't with 10.1. With Stata 9.2:
. webuse air2
(TIMESLAB: Airline passengers)
. forvalues i=1/3 {
2. dfuller air, lags(`i')
3. estat ic
4. }
Augmented Dickey-Fuller test for unit root Number of obs = 142
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -2.345 -3.496 -2.887 -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.1579
------------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+----------------------------------------------------------------
. | 142 -701.1962 -691.5394 3 1389.079 1397.946
------------------------------------------------------------------------------
Augmented Dickey-Fuller test for unit root Number of obs = 141
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -1.811 -3.496 -2.887 -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.3751
------------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+----------------------------------------------------------------
. | 141 -696.6955 -684.4298 4 1376.86 1388.655
------------------------------------------------------------------------------
Augmented Dickey-Fuller test for unit root Number of obs = 140
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -1.536 -3.497 -2.887 -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.5158
------------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+----------------------------------------------------------------
. | 140 -692.2411 -678.5628 5 1367.126 1381.834
------------------------------------------------------------------------------
.
end of do-file
.
With Stata 10.1:
. webuse air2
(TIMESLAB: Airline passengers)
. forvalues i=1/3 {
2. dfuller air, lags(`i')
3. estat ic
4. }
Augmented Dickey-Fuller test for unit root Number of obs = 142
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -2.345 -3.496 -2.887 -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.1579
-----------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+---------------------------------------------------------------
. | 142 -701.1962 -691.5394 3 1389.079 1397.946
-----------------------------------------------------------------------------
Note: N=Obs used in calculating BIC; see [R] BIC note
Augmented Dickey-Fuller test for unit root Number of obs = 141
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -1.811 -3.496 -2.887 -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.3751
-----------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+---------------------------------------------------------------
. | 142 -701.1962 -691.5394 3 1389.079 1397.946
-----------------------------------------------------------------------------
Note: N=Obs used in calculating BIC; see [R] BIC note
Augmented Dickey-Fuller test for unit root Number of obs = 140
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -1.536 -3.497 -2.887 -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.5158
-----------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+---------------------------------------------------------------
. | 142 -701.1962 -691.5394 3 1389.079 1397.946
-----------------------------------------------------------------------------
Note: N=Obs used in calculating BIC; see [R] BIC note
.
end of do-file
How you can see, the estat ic is repeated in each looping...
Can someone reproduce my problem and explain what am I doing wrong?
Thanks a lot
--
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
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