st: sroot user written pgm

["Francis, Richard N" <rnfrancis@utep.edu>]

Hey guys,

Anyone know if a user written program such as "sroot" (seasonal unit root test) is capable of looping such that the program tests the time series for each subject in the sample?

I attached a sample with three subjects, 60 obs each.

Then used the following pgm:

tsset gvkey obsno, quarterly
       
egen id = group(gvkey)
su id, meanonly

foreach i of num 1/`r(max)' {
sroot fcf if id == `i'
}

Program runs, but pools the subjects rather than test them individually.

I am grateful for any ideas here.

Sincerely,

Rick Francis

Attachment: prelim5_seas_partial.dta
Description: prelim5_seas_partial.dta