stata - Unit root test for a group of variables -
i want perform unit root tests (adf, dfgls, kpss) on group of variables, x1, x2, x3, x4. possible write code in stata perform tests in 1 go variables? tried using foreach, unsuccessful.
in stata do-file tried:
foreach var of varlist lic lac ldc lcc { dfuller 'var' } where lic, lac, ldc, , lcc variable names.
i getting error message
' invalid name
you using incorrect quotes (de)reference local macro var. should open backtick quote ` , close regular quote '. should `var'. have 2 regular quotes: 'var'.
a reference manual: [u] 18.3.1 local macros.
Comments
Post a Comment