Re: st: sroot user written pgm

[Nick Cox <njcoxstata@gmail.com>]

You are asked in the Statalist FAQ (a) to explain where user-written
programs you refer to come from (b) not to send attachments to the
list.

With your data, -tsset gvkey obsno, quarterly- fails because -gvkey- is string.

You would be better using a proper quarterly date:

gen date = yq(year, fqtr)
tsset id date

But your main problem appears to be that -sroot- (SJ) does not support
-if- correctly.  You should contact the author.

A work around is this:

egen id = group(gvkey), label
gen date = yq(year, fqtr)
tsset id date

su id, meanonly

forval i = 1/`r(max)' {
             preserve
             keep if id == `i'
             sroot fcf
             preserve
}

Nick
njcoxstata@gmail.com


On 4 November 2013 03:28, Francis, Richard N <rnfrancis@utep.edu> wrote:

> 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.
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