Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | "Francis, Richard N" <rnfrancis@utep.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: sroot user written pgm |
Date | Mon, 4 Nov 2013 03:28:56 +0000 |
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